+3,553.2%
FIX vs SBAC
+114.8%
+3,438.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | +9.4% | +0.6% | +8.8% | +9.3% |
| 30D | -27.8% | +5.5% | -33.3% | -28.9% |
| 3M | -35.6% | +3.1% | -38.6% | -36.4% |
| 6M | -45.2% | -7.0% | -38.2% | -45.0% |
| YTD | +19.5% | +0.5% | +19.0% | +16.4% |
| 1Y | +24.2% | +0.2% | +24.0% | +21.1% |
| 3Y | +494.2% | -7.4% | +501.5% | +469.9% |
| 5Y | +1,036.1% | -39.7% | +1,075.8% | +1,168.0% |
| All | +3,553.2% | +114.8% | +3,438.4% | +2,710.0% |
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