+693.0%
FN vs SBAC
+114.8%
+578.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.5% | -8.8% | -7.6% |
| 7D | +0.3% | +0.6% | -0.4% | +0.1% |
| 30D | -16.5% | +5.5% | -22.0% | -17.6% |
| 3M | -42.1% | +3.1% | -45.2% | -42.7% |
| 6M | -52.9% | -7.0% | -45.9% | -52.6% |
| YTD | -28.0% | +0.5% | -28.5% | -29.3% |
| 1Y | -18.5% | +0.2% | -18.7% | -20.0% |
| 3Y | +93.9% | -7.4% | +101.2% | +87.1% |
| 5Y | +170.5% | -39.7% | +210.2% | +196.4% |
| All | +693.0% | +114.8% | +578.2% | +591.9% |
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