+15.4%
FLR vs SBAC
+83.0%
-67.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -2.0% |
| 7D | -6.9% | -5.3% | -1.6% | -6.2% |
| 30D | +1.1% | +0.4% | +0.7% | +1.1% |
| 3M | +14.3% | -11.9% | +26.2% | +16.1% |
| 6M | +19.1% | -4.5% | +23.6% | +18.8% |
| YTD | +35.1% | -4.3% | +39.5% | +34.6% |
| 1Y | +29.5% | -3.9% | +33.4% | +28.8% |
| 3Y | +53.0% | -11.0% | +64.0% | +51.1% |
| 5Y | +238.9% | -44.1% | +283.0% | +261.6% |
| All | +15.4% | +83.0% | -67.6% | +18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling