+224.7%
RBA vs SBAC
+97.3%
+127.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | +2.5% | +3.0% | -0.5% | +1.8% |
| 30D | +11.6% | +4.3% | +7.3% | +10.3% |
| 3M | +1.5% | +4.1% | -2.6% | +0.3% |
| 6M | -6.6% | -11.6% | +5.0% | -4.2% |
| YTD | -6.3% | +0.4% | -6.6% | -7.8% |
| 1Y | -4.0% | -1.1% | -2.8% | -5.2% |
| 3Y | +47.3% | -7.3% | +54.5% | +45.3% |
| 5Y | +47.7% | -40.8% | +88.4% | +63.8% |
| 10Y | +224.7% | +103.0% | +121.8% | +195.9% |
| All | +224.7% | +97.3% | +127.5% | +195.9% |
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