+565.2%
FLEX vs SBAC
+93.8%
+471.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +5.0% |
| 7D | -19.3% | +1.2% | -20.5% | -19.7% |
| 30D | -41.5% | +11.2% | -52.7% | -43.3% |
| 3M | -43.1% | +4.5% | -47.6% | -44.0% |
| 6M | -48.2% | -12.2% | -36.0% | -47.1% |
| YTD | +15.5% | -0.1% | +15.6% | +12.6% |
| 1Y | +10.2% | -0.3% | +10.5% | +7.5% |
| 3Y | +256.8% | -8.7% | +265.6% | +243.7% |
| 5Y | +408.2% | -40.2% | +448.4% | +472.5% |
| All | +565.2% | +93.8% | +471.4% | +430.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling