+25.7%
RDW vs SBAC
-2.5%
+28.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.1% |
| 7D | +0.9% | -2.1% | +3.0% | +0.7% |
| 30D | -21.3% | +2.0% | -23.3% | -21.2% |
| 3M | -37.9% | -8.3% | -29.6% | -37.3% |
| 6M | +12.3% | +0.3% | +11.9% | +8.1% |
| YTD | +39.7% | -2.2% | +41.9% | +36.6% |
| 1Y | +25.7% | -4.6% | +30.3% | +28.7% |
| All | +25.7% | -2.5% | +28.1% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling