+64.5%
RBA vs SBAC
-6.5%
+71.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.5% | +0.7% |
| 7D | +1.7% | +0.6% | +1.1% | +1.7% |
| 30D | +8.3% | +5.5% | +2.9% | +7.5% |
| 3M | +10.5% | +3.1% | +7.5% | +10.0% |
| 6M | -5.9% | -7.0% | +1.2% | -5.1% |
| YTD | -6.9% | +0.5% | -7.4% | -7.4% |
| 1Y | -4.9% | +0.2% | -5.1% | -5.4% |
| 3Y | +64.5% | -7.4% | +71.8% | +66.7% |
| All | +64.5% | -6.5% | +71.0% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling