+506.7%
FIX vs SBAC
-8.2%
+514.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.5% | +8.9% | +9.5% |
| 7D | -7.2% | +3.0% | -10.2% | -6.5% |
| 30D | -35.1% | +4.3% | -39.4% | -34.3% |
| 3M | -34.3% | +4.1% | -38.4% | -33.6% |
| 6M | -42.9% | -11.6% | -31.3% | -42.6% |
| YTD | +19.5% | +0.4% | +19.1% | +21.5% |
| 1Y | +16.8% | -1.1% | +17.9% | +18.7% |
| 3Y | +506.7% | -7.3% | +514.0% | +503.7% |
| All | +506.7% | -8.2% | +514.9% | +503.7% |
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