+282.7%
FLEX vs SBAC
-6.5%
+289.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -3.8% |
| 7D | +7.5% | +0.6% | +6.8% | +7.6% |
| 30D | -25.3% | +5.5% | -30.8% | -24.5% |
| 3M | -39.7% | +3.1% | -42.8% | -39.4% |
| 6M | -47.9% | -7.0% | -40.8% | -47.8% |
| YTD | +24.1% | +0.5% | +23.6% | +25.6% |
| 1Y | +26.0% | +0.2% | +25.7% | +27.4% |
| 3Y | +282.7% | -7.4% | +290.0% | +284.3% |
| All | +282.7% | -6.5% | +289.2% | +284.3% |
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