+34.6%
RL vs SBAC
+2.4%
+32.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.8% | -1.4% | +3.9% |
| 7D | +5.8% | +5.8% | 0.0% | +5.2% |
| 30D | +12.7% | +20.8% | -8.1% | +10.9% |
| 3M | +9.3% | +4.8% | +4.6% | +8.8% |
| 6M | +16.9% | -9.1% | +26.1% | +17.9% |
| YTD | +17.5% | +3.1% | +14.4% | +19.8% |
| 1Y | +34.6% | +2.2% | +32.5% | +38.5% |
| All | +34.6% | +2.4% | +32.3% | +38.5% |
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