+345.8%
RIO vs SBAC
+114.8%
+231.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | -0.9% | +0.6% | -1.6% | -1.1% |
| 30D | -9.1% | +5.5% | -14.6% | -10.3% |
| 3M | -13.7% | +3.1% | -16.8% | -14.5% |
| 6M | -24.3% | -7.0% | -17.3% | -23.5% |
| YTD | +8.9% | +0.5% | +8.4% | +7.1% |
| 1Y | +22.7% | +0.2% | +22.4% | +20.6% |
| 3Y | +51.2% | -7.4% | +58.5% | +49.2% |
| 5Y | +88.1% | -39.7% | +127.8% | +106.0% |
| All | +345.8% | +114.8% | +231.0% | +289.2% |
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