+81.3%
FN vs SBAC
-8.7%
+90.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.2% | -13.0% | -14.4% |
| 7D | -16.0% | +4.4% | -20.4% | -15.5% |
| 30D | -40.1% | +13.8% | -53.9% | -39.1% |
| 3M | -43.9% | +9.0% | -52.9% | -43.3% |
| 6M | -55.6% | -10.0% | -45.6% | -55.7% |
| YTD | -35.7% | +1.8% | -37.5% | -35.2% |
| 1Y | -39.8% | +1.1% | -41.0% | -39.5% |
| All | +81.3% | -8.7% | +90.0% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling