+48.5%
FND vs SBAC
+66.3%
-17.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | -0.8% | +0.2% | -0.9% | -0.8% |
| 30D | -19.6% | +3.9% | -23.4% | -21.1% |
| 3M | -4.3% | -8.2% | +3.8% | -0.9% |
| 6M | -20.4% | -2.8% | -17.7% | -21.1% |
| YTD | -21.9% | -1.5% | -20.3% | -23.3% |
| 1Y | -45.2% | 0.0% | -45.2% | -46.7% |
| 3Y | -49.2% | -8.4% | -40.8% | -50.0% |
| 5Y | -61.8% | -43.5% | -18.3% | -50.7% |
| All | +48.5% | +66.3% | -17.9% | +69.8% |
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 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