+256.8%
FLEX vs SBAC
-10.4%
+267.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +4.3% |
| 7D | -19.3% | +1.2% | -20.5% | -19.0% |
| 30D | -41.5% | +11.2% | -52.7% | -40.7% |
| 3M | -43.1% | +4.5% | -47.6% | -42.8% |
| 6M | -48.2% | -12.2% | -36.1% | -48.3% |
| YTD | +15.5% | -0.1% | +15.6% | +16.8% |
| 1Y | +10.2% | -0.3% | +10.5% | +11.5% |
| 3Y | +256.8% | -8.7% | +265.5% | +249.3% |
| All | +256.8% | -10.4% | +267.2% | +249.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling