+906.2%
FN vs SBAC
+80.0%
+826.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.4% |
| 7D | -1.7% | -0.8% | -0.9% | -1.5% |
| 30D | -22.0% | +6.9% | -28.9% | -23.1% |
| 3M | -43.0% | -8.2% | -34.8% | -42.2% |
| 6M | -27.7% | -1.6% | -26.1% | -28.4% |
| YTD | -10.5% | -0.1% | -10.4% | -11.9% |
| 1Y | +12.5% | -0.5% | +12.9% | +10.8% |
| 3Y | +153.8% | -9.1% | +162.9% | +146.2% |
| 5Y | +288.0% | -43.8% | +331.8% | +336.9% |
| All | +906.2% | +80.0% | +826.2% | +774.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling