-37.4%
SBAC vs FGI
-66.3%
+29.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.3% | -1.2% |
| 7D | -2.7% | +13.5% | -16.2% | -2.8% |
| 30D | +3.3% | +17.1% | -13.8% | +3.1% |
| 3M | +3.3% | +78.0% | -74.7% | +2.3% |
| 6M | -10.9% | +46.4% | -57.4% | -11.8% |
| YTD | -1.0% | +47.7% | -48.7% | -1.9% |
| 1Y | -4.5% | +56.8% | -61.3% | -5.7% |
| 3Y | -8.7% | +12.3% | -21.0% | -10.7% |
| All | -37.4% | -66.3% | +29.0% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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