+49.0%
FND vs SBAC
+69.8%
-20.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -3.0% |
| 7D | -6.8% | +0.6% | -7.5% | -7.1% |
| 30D | +8.0% | +5.5% | +2.5% | +5.2% |
| 3M | -18.9% | +3.1% | -22.0% | -20.4% |
| 6M | +4.7% | -7.0% | +11.7% | +7.3% |
| YTD | -21.6% | +0.5% | -22.1% | -24.0% |
| 1Y | -22.0% | +0.2% | -22.2% | -24.4% |
| 3Y | -40.4% | -7.4% | -33.1% | -41.4% |
| 5Y | -63.8% | -39.7% | -24.1% | -54.8% |
| All | +49.0% | +69.8% | -20.8% | +68.2% |
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