+2,251.8%
RBA vs SBAC
+2,207.9%
+43.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.2% |
| 7D | +4.3% | +1.2% | +3.1% | +4.2% |
| 30D | +16.3% | +11.2% | +5.1% | +15.4% |
| 3M | +1.3% | +4.5% | -3.1% | +0.9% |
| 6M | -11.1% | -12.2% | +1.1% | -10.4% |
| YTD | -8.5% | -0.1% | -8.3% | -8.8% |
| 1Y | -2.1% | -0.3% | -1.9% | -2.5% |
| 3Y | +44.6% | -8.7% | +53.3% | +44.4% |
| 5Y | +36.8% | -40.2% | +77.0% | +40.1% |
| 10Y | +227.3% | +97.3% | +130.0% | +212.9% |
| All | +2,251.8% | +2,207.9% | +43.9% | +2,068.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling