+363.3%
RIO vs SBAC
+109.8%
+253.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +0.5% | -2.8% | +3.3% | +1.2% |
| 30D | -9.9% | +3.1% | -13.0% | -10.6% |
| 3M | -14.0% | +5.1% | -19.2% | -15.2% |
| 6M | -19.5% | -11.4% | -8.1% | -17.7% |
| YTD | +11.5% | +0.2% | +11.3% | +9.8% |
| 1Y | +26.9% | -3.9% | +30.9% | +26.2% |
| 3Y | +55.1% | -7.7% | +62.8% | +53.2% |
| 5Y | +90.7% | -39.7% | +130.4% | +108.8% |
| 10Y | +363.3% | +111.9% | +251.4% | +312.3% |
| All | +363.3% | +109.8% | +253.5% | +312.3% |
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 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