+494.2%
FIX vs SBAC
-6.5%
+500.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.1% |
| 7D | +9.4% | +0.6% | +8.8% | +9.6% |
| 30D | -27.8% | +5.5% | -33.3% | -26.8% |
| 3M | -35.6% | +3.1% | -38.6% | -34.9% |
| 6M | -45.2% | -7.0% | -38.2% | -44.8% |
| YTD | +19.5% | +0.5% | +19.0% | +21.6% |
| 1Y | +24.2% | +0.2% | +24.0% | +26.4% |
| 3Y | +494.2% | -7.4% | +501.5% | +495.4% |
| All | +494.2% | -6.5% | +500.7% | +495.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling