+59.3%
FND vs SBAC
+69.2%
-9.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -4.4% | -2.8% | -1.6% | -3.0% |
| 30D | +14.5% | +3.1% | +11.4% | +12.8% |
| 3M | -15.6% | +5.1% | -20.8% | -18.0% |
| 6M | +4.7% | -11.4% | +16.1% | +10.0% |
| YTD | -16.1% | +0.2% | -16.3% | -18.6% |
| 1Y | -16.0% | -3.9% | -12.1% | -16.7% |
| 3Y | -35.5% | -7.7% | -27.8% | -36.5% |
| 5Y | -60.5% | -39.7% | -20.8% | -50.7% |
| All | +59.3% | +69.2% | -9.9% | +80.1% |
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