+564.0%
RMBS vs SBAC
+88.4%
+475.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | -8.6% | +3.9% | -12.4% | -9.4% |
| 3M | -40.3% | -8.2% | -32.1% | -39.5% |
| 6M | -1.0% | -2.8% | +1.8% | -1.6% |
| YTD | -4.6% | -1.5% | -3.1% | -5.7% |
| 1Y | +17.6% | 0.0% | +17.6% | +15.8% |
| 3Y | +58.6% | -8.4% | +67.0% | +54.0% |
| 5Y | +270.9% | -43.5% | +314.5% | +316.9% |
| All | +564.0% | +88.4% | +475.6% | +462.7% |
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