-22.0%
FND vs SBAC
-2.9%
-19.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.6% |
| 7D | -6.8% | +0.6% | -7.5% | -7.0% |
| 30D | +8.0% | +5.5% | +2.5% | +6.8% |
| 3M | -18.9% | +3.1% | -22.0% | -19.5% |
| 6M | +4.7% | -7.0% | +11.7% | +5.6% |
| YTD | -21.6% | +0.5% | -22.1% | -19.4% |
| 1Y | -22.0% | +0.2% | -22.2% | -19.8% |
| All | -22.0% | -2.9% | -19.1% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling