+324.6%
RL vs SBAC
+110.3%
+214.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | +2.4% | -3.4% | +5.7% | +3.1% |
| 30D | +4.6% | +2.6% | +2.0% | +4.0% |
| 3M | -1.1% | +2.6% | -3.7% | -1.8% |
| 6M | +16.5% | -11.5% | +28.1% | +18.8% |
| YTD | +11.4% | -1.6% | +13.0% | +10.6% |
| 1Y | +16.1% | -5.1% | +21.2% | +16.1% |
| 3Y | +252.6% | -9.3% | +261.9% | +249.3% |
| 5Y | +244.9% | -41.0% | +285.9% | +274.8% |
| All | +324.6% | +110.3% | +214.3% | +290.1% |
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