+663.2%
FLEX vs SBAC
-43.7%
+706.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.6% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | -10.1% | +6.9% | -17.1% | -10.8% |
| 3M | -31.3% | -8.2% | -23.1% | -30.6% |
| 6M | +71.3% | -1.6% | +72.9% | +70.8% |
| YTD | +81.2% | -0.1% | +81.4% | +80.0% |
| 1Y | +98.5% | -0.5% | +99.0% | +97.1% |
| 3Y | +428.2% | -9.1% | +437.3% | +416.8% |
| All | +663.2% | -43.7% | +706.9% | +779.3% |
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 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