+103.5%
RIO vs SBAC
-44.9%
+148.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +1.0% | +0.2% | +0.8% | +0.9% |
| 30D | +4.0% | +3.9% | +0.2% | +3.3% |
| 3M | +4.5% | -8.2% | +12.7% | +5.8% |
| 6M | +17.3% | -2.8% | +20.1% | +17.1% |
| YTD | +36.2% | -1.5% | +37.7% | +35.3% |
| 1Y | +76.1% | 0.0% | +76.1% | +74.1% |
| 3Y | +102.5% | -8.4% | +110.9% | +101.2% |
| 5Y | +103.5% | -43.5% | +147.1% | +117.4% |
| All | +103.5% | -44.9% | +148.5% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling