+2,000.8%
RBA vs SBAC
+2,208.1%
-207.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -2.9% | -0.8% | -2.1% | -2.9% |
| 30D | -12.3% | +6.9% | -19.2% | -12.7% |
| 3M | -20.5% | -8.2% | -12.3% | -20.1% |
| 6M | -18.5% | -1.6% | -16.9% | -18.6% |
| YTD | -18.2% | -0.1% | -18.1% | -18.5% |
| 1Y | -27.5% | -0.5% | -27.0% | -27.7% |
| 3Y | +38.1% | -9.1% | +47.1% | +38.0% |
| 5Y | +44.8% | -43.8% | +88.6% | +48.9% |
| 10Y | +187.1% | +80.5% | +106.6% | +175.8% |
| All | +2,000.8% | +2,208.1% | -207.3% | +1,838.3% |
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 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