+1,049.0%
FIX vs SBAC
-40.1%
+1,089.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | -13.9% | +3.6% | -17.6% | -14.2% |
| 30D | -35.5% | +4.9% | -40.4% | -35.8% |
| 3M | -33.9% | +6.5% | -40.4% | -34.3% |
| 6M | -43.3% | -11.1% | -32.2% | -42.5% |
| YTD | +18.7% | +0.9% | +17.7% | +17.8% |
| 1Y | +13.8% | -1.6% | +15.3% | +13.4% |
| 3Y | +495.0% | -7.0% | +501.9% | +480.7% |
| 5Y | +1,049.0% | -39.2% | +1,088.3% | +1,226.4% |
| All | +1,049.0% | -40.1% | +1,089.1% | +1,226.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling