+379.0%
RCL vs SBAC
+97.3%
+281.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.9% |
| 7D | +5.0% | +3.0% | +2.0% | +4.2% |
| 30D | +19.4% | +4.3% | +15.1% | +18.0% |
| 3M | +5.9% | +4.1% | +1.8% | +4.6% |
| 6M | +23.8% | -11.6% | +35.4% | +26.7% |
| YTD | +22.8% | +0.4% | +22.5% | +20.6% |
| 1Y | +34.3% | -1.1% | +35.4% | +32.4% |
| 3Y | +276.4% | -7.3% | +283.7% | +267.0% |
| 5Y | +281.6% | -40.8% | +322.3% | +328.2% |
| 10Y | +379.0% | +103.0% | +276.1% | +321.6% |
| All | +379.0% | +97.3% | +281.8% | +321.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling