-16.0%
FND vs SBAC
-2.9%
-13.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -4.4% | -2.8% | -1.6% | -3.8% |
| 30D | +14.5% | +3.1% | +11.4% | +13.7% |
| 3M | -15.6% | +5.1% | -20.8% | -16.5% |
| 6M | +4.7% | -11.4% | +16.1% | +6.7% |
| YTD | -16.1% | +0.2% | -16.3% | -13.4% |
| 1Y | -16.0% | -3.9% | -12.1% | -12.6% |
| All | -16.0% | -2.9% | -13.1% | -12.6% |
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