+546.6%
RMBS vs SBAC
+83.0%
+463.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -2.0% |
| 7D | +1.2% | -5.3% | +6.5% | +2.3% |
| 30D | -11.5% | +0.4% | -11.9% | -11.6% |
| 3M | -38.2% | -11.9% | -26.3% | -36.8% |
| 6M | -4.8% | -4.5% | -0.3% | -5.0% |
| YTD | -7.1% | -4.3% | -2.8% | -7.6% |
| 1Y | +10.7% | -3.9% | +14.6% | +10.0% |
| 3Y | +54.5% | -11.0% | +65.5% | +50.9% |
| 5Y | +261.7% | -44.1% | +305.7% | +306.2% |
| All | +546.6% | +83.0% | +463.6% | +451.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling