+6,912.6%
FIX vs SBAC
+2,252.5%
+4,660.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.2% | -10.4% | -11.4% |
| 7D | -27.2% | +4.4% | -31.7% | -27.8% |
| 30D | -46.9% | +13.8% | -60.7% | -48.1% |
| 3M | -44.4% | +9.0% | -53.4% | -45.3% |
| 6M | -50.9% | -10.0% | -40.9% | -50.7% |
| YTD | +3.5% | +1.8% | +1.7% | +1.7% |
| 1Y | -2.1% | +1.1% | -3.2% | -3.8% |
| 3Y | +418.7% | -9.5% | +428.3% | +410.9% |
| 5Y | +894.6% | -39.0% | +933.6% | +932.8% |
| 10Y | +3,465.5% | +101.1% | +3,364.4% | +3,017.1% |
| All | +6,912.6% | +2,252.5% | +4,660.1% | +3,757.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling