+43.8%
FWONK vs SBAC
-9.4%
+53.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | -0.1% |
| 7D | +0.1% | -2.1% | +2.2% | +0.3% |
| 30D | -7.7% | +2.0% | -9.7% | -7.9% |
| 3M | +5.7% | -8.3% | +14.0% | +6.5% |
| 6M | +13.5% | +0.3% | +13.1% | +12.8% |
| YTD | -3.0% | -2.2% | -0.8% | -3.4% |
| 1Y | -6.4% | -4.6% | -1.8% | -6.6% |
| 3Y | +43.8% | -8.3% | +52.1% | +44.4% |
| All | +43.8% | -9.4% | +53.2% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling