-75.0%
FRSH vs SBAC
-43.3%
-31.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | -0.6% |
| 7D | -6.6% | -2.1% | -4.5% | -5.9% |
| 30D | +2.1% | +2.0% | +0.1% | +1.4% |
| 3M | +29.0% | -8.3% | +37.3% | +32.8% |
| 6M | +48.6% | +0.3% | +48.3% | +45.7% |
| YTD | -2.9% | -2.2% | -0.7% | -4.6% |
| 1Y | -7.9% | -4.6% | -3.3% | -8.7% |
| 3Y | -46.5% | -8.3% | -38.2% | -49.0% |
| All | -75.0% | -43.3% | -31.7% | -66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling