+804.7%
FN vs SBAC
+109.8%
+694.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +6.0% |
| 7D | +8.0% | -2.8% | +10.8% | +8.6% |
| 30D | -19.1% | +3.1% | -22.3% | -19.8% |
| 3M | -29.8% | +5.1% | -35.0% | -30.8% |
| 6M | -43.2% | -11.4% | -31.8% | -42.3% |
| YTD | -18.9% | +0.2% | -19.1% | -20.4% |
| 1Y | -17.9% | -3.9% | -13.9% | -18.5% |
| 3Y | +120.1% | -7.7% | +127.8% | +112.6% |
| 5Y | +206.7% | -39.7% | +246.4% | +236.0% |
| 10Y | +804.7% | +111.9% | +692.8% | +716.7% |
| All | +804.7% | +109.8% | +694.8% | +716.7% |
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 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