+580.6%
RIO vs SBAC
+83.0%
+497.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.3% | -3.5% |
| 7D | -3.4% | -5.3% | +1.9% | -2.1% |
| 30D | +0.6% | +0.4% | +0.2% | +0.5% |
| 3M | +2.5% | -11.9% | +14.4% | +5.3% |
| 6M | +10.8% | -4.5% | +15.3% | +10.7% |
| YTD | +30.5% | -4.3% | +34.8% | +30.1% |
| 1Y | +68.1% | -3.9% | +72.0% | +67.1% |
| 3Y | +94.0% | -11.0% | +105.0% | +93.3% |
| 5Y | +92.0% | -44.1% | +136.1% | +114.2% |
| All | +580.6% | +83.0% | +497.6% | +535.4% |
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