+2,323.2%
RL vs SBAC
+2,208.1%
+115.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | -7.8% | +6.9% | -14.7% | -8.5% |
| 3M | -4.0% | -8.2% | +4.2% | -3.2% |
| 6M | -1.9% | -1.6% | -0.2% | -2.2% |
| YTD | -0.2% | -0.1% | -0.1% | -0.8% |
| 1Y | +10.7% | -0.5% | +11.1% | +10.0% |
| 3Y | +210.8% | -9.1% | +219.8% | +209.6% |
| 5Y | +238.2% | -43.8% | +282.0% | +255.3% |
| 10Y | +313.4% | +80.5% | +232.8% | +274.0% |
| All | +2,323.2% | +2,208.1% | +115.0% | +1,631.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling