-23.7%
FPS vs SBAC
+6.6%
-30.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | +0.2% |
| 7D | +13.6% | +0.6% | +12.9% | +13.7% |
| 30D | -32.4% | +5.5% | -37.8% | -31.0% |
| 3M | -41.1% | +3.1% | -44.2% | -40.4% |
| 6M | -51.4% | -7.0% | -44.4% | -50.7% |
| All | -23.7% | +6.6% | -30.4% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling