-36.2%
SBAC vs FGI
-70.0%
+33.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +3.6% | -4.1% | +7.7% | +3.7% |
| 30D | +4.9% | -3.4% | +8.3% | +4.9% |
| 3M | +6.5% | +61.8% | -55.3% | +5.5% |
| 6M | -11.1% | +17.0% | -28.1% | -11.9% |
| YTD | +0.9% | +31.4% | -30.5% | +0.1% |
| 1Y | -1.6% | +42.7% | -44.2% | -2.8% |
| 3Y | -7.0% | -0.1% | -6.8% | -8.8% |
| All | -36.2% | -70.0% | +33.9% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling