+938.0%
FLEX vs SBAC
+2,208.1%
-1,270.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | -0.9% | -0.8% | -0.1% | -0.7% |
| 30D | -10.1% | +6.9% | -17.1% | -11.7% |
| 3M | -31.3% | -8.2% | -23.1% | -30.5% |
| 6M | +71.3% | -1.6% | +72.9% | +68.9% |
| YTD | +81.2% | -0.1% | +81.4% | +77.4% |
| 1Y | +98.5% | -0.5% | +99.0% | +94.3% |
| 3Y | +428.2% | -9.1% | +437.3% | +415.5% |
| 5Y | +657.3% | -43.8% | +701.1% | +725.9% |
| 10Y | +995.9% | +80.5% | +915.4% | +782.4% |
| All | +938.0% | +2,208.1% | -1,270.1% | +385.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling