+27.4%
RBA vs SBAC
-9.5%
+36.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.6% |
| 3M | -21.4% | -5.1% | -16.3% | -20.8% |
| 6M | -20.9% | -2.1% | -18.8% | -20.8% |
| YTD | -19.9% | -0.5% | -19.3% | -20.2% |
| 1Y | -28.7% | +1.1% | -29.8% | -29.3% |
| 3Y | +27.4% | -7.4% | +34.8% | +28.3% |
| All | +27.4% | -9.5% | +36.9% | +28.3% |
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