+47.0%
RBA vs SBAC
-43.7%
+90.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -2.9% | -0.8% | -2.1% | -2.8% |
| 30D | -12.3% | +6.9% | -19.2% | -13.5% |
| 3M | -20.5% | -8.2% | -12.3% | -19.3% |
| 6M | -18.5% | -1.6% | -16.9% | -18.7% |
| YTD | -18.2% | -0.1% | -18.1% | -19.0% |
| 1Y | -27.5% | -0.5% | -27.0% | -28.2% |
| 3Y | +38.1% | -9.1% | +47.1% | +37.5% |
| All | +47.0% | -43.7% | +90.7% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling