-5.1%
SBAC vs FGI
+51.2%
-56.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -8.0% | -1.8% |
| 7D | -3.4% | +13.5% | -16.9% | -3.4% |
| 30D | +2.6% | +17.1% | -14.5% | +2.6% |
| 3M | +2.6% | +78.0% | -75.4% | +2.3% |
| 6M | -11.5% | +46.4% | -58.0% | -12.1% |
| YTD | -1.6% | +47.7% | -49.3% | +1.9% |
| 1Y | -5.1% | +56.8% | -61.9% | -3.0% |
| All | -5.1% | +51.2% | -56.3% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling