+5,892.0%
FIX vs SBAC
+80.0%
+5,812.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | +6.0% | -0.8% | +6.8% | +6.2% |
| 30D | -7.2% | +6.9% | -14.2% | -8.7% |
| 3M | -15.9% | -8.2% | -7.6% | -14.7% |
| 6M | +12.7% | -1.6% | +14.4% | +11.4% |
| YTD | +72.8% | -0.1% | +72.9% | +69.5% |
| 1Y | +122.9% | -0.5% | +123.4% | +118.6% |
| 3Y | +774.3% | -9.1% | +783.4% | +746.7% |
| 5Y | +2,049.5% | -43.8% | +2,093.3% | +2,357.4% |
| All | +5,892.0% | +80.0% | +5,812.0% | +5,398.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling