+31.3%
RMBS vs SBAC
-6.5%
+37.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.1% |
| 7D | +10.3% | +0.6% | +9.7% | +10.4% |
| 30D | -10.7% | +5.5% | -16.2% | -10.2% |
| 3M | -17.2% | +3.1% | -20.3% | -16.9% |
| 6M | -39.0% | -7.0% | -32.0% | -38.6% |
| YTD | -10.5% | +0.5% | -11.0% | -10.3% |
| 1Y | -11.0% | +0.2% | -11.2% | -10.8% |
| 3Y | +31.3% | -7.4% | +38.7% | +24.9% |
| All | +31.3% | -6.5% | +37.9% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling