+25.0%
FLEX vs SBAC
+2.4%
+22.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.8% | -18.2% | -11.4% |
| 7D | -17.0% | +5.8% | -22.8% | -16.1% |
| 30D | -33.8% | +20.8% | -54.6% | -32.2% |
| 3M | -39.0% | +4.8% | -43.8% | -38.8% |
| 6M | -15.9% | -9.1% | -6.8% | -14.6% |
| YTD | +27.8% | +3.1% | +24.8% | +34.1% |
| 1Y | +25.0% | +2.2% | +22.8% | +31.7% |
| All | +25.0% | +2.4% | +22.6% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling