+300.9%
FWONK vs SBAC
+97.4%
+203.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.6% |
| 7D | -1.5% | -5.3% | +3.7% | 0.0% |
| 30D | -6.8% | +0.4% | -7.2% | -6.9% |
| 3M | +7.7% | -11.9% | +19.6% | +11.3% |
| 6M | +11.0% | -4.5% | +15.4% | +11.0% |
| YTD | -3.1% | -4.3% | +1.2% | -3.3% |
| 1Y | -3.5% | -3.9% | +0.4% | -4.0% |
| 3Y | +44.6% | -11.0% | +55.6% | +42.9% |
| 5Y | +98.3% | -44.1% | +142.3% | +127.5% |
| 10Y | +339.3% | +81.6% | +257.7% | +232.5% |
| All | +300.9% | +97.4% | +203.5% | +190.0% |
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