+189.6%
RBA vs SBAC
+76.8%
+112.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -1.1% | -0.1% | -1.0% | -1.0% |
| 30D | -13.2% | +3.2% | -16.5% | -13.9% |
| 3M | -21.4% | -5.1% | -16.3% | -20.6% |
| 6M | -20.9% | -2.1% | -18.8% | -21.1% |
| YTD | -19.9% | -0.5% | -19.3% | -20.8% |
| 1Y | -28.7% | +1.1% | -29.8% | -29.9% |
| 3Y | +27.4% | -7.4% | +34.8% | +25.8% |
| 5Y | +41.7% | -44.3% | +86.1% | +59.9% |
| 10Y | +189.6% | +77.6% | +112.0% | +170.4% |
| All | +189.6% | +76.8% | +112.8% | +170.4% |
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