+447.4%
FLR vs SBAC
+457.8%
-10.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | +5.4% | -0.8% | +6.2% | +5.6% |
| 30D | +11.4% | +6.9% | +4.5% | +10.2% |
| 3M | +11.4% | -8.2% | +19.6% | +12.5% |
| 6M | +16.6% | -1.6% | +18.3% | +15.8% |
| YTD | +41.7% | -0.1% | +41.8% | +40.1% |
| 1Y | +35.4% | -0.5% | +35.9% | +33.9% |
| 3Y | +57.3% | -9.1% | +66.4% | +55.6% |
| 5Y | +241.0% | -43.8% | +284.8% | +262.3% |
| 10Y | +16.6% | +80.5% | -63.9% | +0.7% |
| All | +447.4% | +457.8% | -10.4% | +273.9% |
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 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