+416.7%
FLEX vs SBAC
-40.3%
+457.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +4.7% |
| 7D | -19.3% | +1.2% | -20.5% | -19.5% |
| 30D | -41.5% | +11.2% | -52.7% | -42.3% |
| 3M | -43.1% | +4.5% | -47.6% | -43.5% |
| 6M | -48.2% | -12.2% | -36.1% | -47.4% |
| YTD | +15.5% | -0.1% | +15.6% | +14.4% |
| 1Y | +10.2% | -0.3% | +10.5% | +9.3% |
| 3Y | +256.8% | -8.7% | +265.5% | +248.9% |
| All | +416.7% | -40.3% | +457.0% | +494.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling