+240.6%
RL vs SBAC
-39.6%
+280.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.4% |
| 7D | +2.6% | +0.6% | +2.0% | +2.5% |
| 30D | +2.9% | +5.5% | -2.5% | +1.9% |
| 3M | 0.0% | +3.1% | -3.1% | -0.7% |
| 6M | +17.1% | -7.0% | +24.1% | +18.3% |
| YTD | +10.1% | +0.5% | +9.6% | +9.1% |
| 1Y | +17.3% | +0.2% | +17.1% | +16.3% |
| 3Y | +249.3% | -7.4% | +256.7% | +243.7% |
| All | +240.6% | -39.6% | +280.2% | +280.0% |
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