+71.3%
FLEX vs SBAC
-1.8%
+73.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.3% |
| 7D | -0.9% | -0.8% | -0.1% | -1.1% |
| 30D | -10.1% | +6.9% | -17.1% | -8.8% |
| 3M | -31.3% | -8.2% | -23.1% | -30.6% |
| 6M | +71.3% | -1.6% | +72.9% | +71.2% |
| All | +71.3% | -1.8% | +73.1% | +71.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling