+794.1%
FN vs SBAC
+103.9%
+690.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.3% | -4.9% |
| 7D | -4.1% | +3.6% | -7.7% | -4.8% |
| 30D | -28.3% | +4.9% | -33.2% | -29.1% |
| 3M | -33.9% | +6.5% | -40.3% | -34.9% |
| 6M | -43.9% | -11.1% | -32.8% | -43.0% |
| YTD | -23.4% | +0.9% | -24.4% | -24.9% |
| 1Y | -25.4% | -1.6% | -23.9% | -26.4% |
| 3Y | +107.9% | -7.0% | +114.9% | +100.6% |
| 5Y | +195.1% | -39.2% | +234.3% | +222.6% |
| 10Y | +794.1% | +111.4% | +682.7% | +733.2% |
| All | +794.1% | +103.9% | +690.2% | +733.2% |
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