-22.1%
FPS vs SBAC
+6.5%
-28.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +0.5% | +15.5% | +16.1% |
| 7D | -8.0% | +3.0% | -11.0% | -7.0% |
| 30D | -43.5% | +4.3% | -47.8% | -42.5% |
| 3M | -41.6% | +4.1% | -45.8% | -40.8% |
| 6M | -44.0% | -11.6% | -32.4% | -43.2% |
| All | -22.1% | +6.5% | -28.6% | -18.6% |
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