+60.5%
FND vs SBAC
+70.5%
-10.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.8% |
| 7D | +6.8% | +3.6% | +3.2% | +5.1% |
| 30D | +13.1% | +4.9% | +8.2% | +10.4% |
| 3M | -13.1% | +6.5% | -19.5% | -16.0% |
| 6M | -0.6% | -11.1% | +10.6% | +4.3% |
| YTD | -15.5% | +0.9% | -16.5% | -18.3% |
| 1Y | -13.7% | -1.6% | -12.1% | -15.5% |
| 3Y | -35.0% | -7.0% | -28.0% | -36.2% |
| 5Y | -60.1% | -39.2% | -20.8% | -50.4% |
| All | +60.5% | +70.5% | -10.0% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling