+624.3%
FLEX vs SBAC
+111.4%
+513.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.2% | -2.8% |
| 7D | -13.6% | +3.6% | -17.3% | -14.6% |
| 30D | -36.5% | +4.9% | -41.4% | -37.5% |
| 3M | -36.4% | +6.5% | -42.9% | -37.7% |
| 6M | -46.5% | -11.1% | -35.4% | -45.5% |
| YTD | +25.9% | +0.9% | +25.0% | +22.5% |
| 1Y | +19.6% | -1.6% | +21.1% | +17.2% |
| 3Y | +287.0% | -7.0% | +294.0% | +270.4% |
| 5Y | +466.6% | -39.2% | +505.8% | +536.2% |
| All | +624.3% | +111.4% | +513.0% | +453.4% |
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