+743.6%
FN vs SBAC
+93.8%
+649.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.9% | +13.6% | +12.0% |
| 7D | 0.0% | +1.2% | -1.3% | -0.4% |
| 30D | -34.3% | +11.2% | -45.5% | -35.9% |
| 3M | -39.9% | +4.5% | -44.3% | -40.6% |
| 6M | -51.8% | -12.2% | -39.7% | -51.0% |
| YTD | -28.1% | -0.1% | -28.0% | -29.4% |
| 1Y | -29.1% | -0.3% | -28.8% | -30.3% |
| 3Y | +102.4% | -8.7% | +111.2% | +96.2% |
| 5Y | +171.7% | -40.2% | +211.8% | +198.1% |
| All | +743.6% | +93.8% | +649.8% | +694.4% |
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 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