+448.7%
FIX vs SBAC
-10.4%
+459.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.9% | +7.3% | +5.1% |
| 7D | -17.5% | +1.2% | -18.7% | -17.1% |
| 30D | -41.6% | +11.2% | -52.7% | -40.4% |
| 3M | -40.6% | +4.5% | -45.0% | -39.9% |
| 6M | -49.4% | -12.2% | -37.2% | -49.2% |
| YTD | +9.2% | -0.1% | +9.3% | +11.0% |
| 1Y | +6.5% | -0.3% | +6.7% | +8.2% |
| 3Y | +448.7% | -8.7% | +457.5% | +427.4% |
| All | +448.7% | -10.4% | +459.1% | +427.4% |
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