+270.9%
RMBS vs SBAC
-44.9%
+315.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | -8.6% | +3.9% | -12.4% | -9.0% |
| 3M | -40.3% | -8.2% | -32.1% | -39.7% |
| 6M | -1.0% | -2.8% | +1.8% | -1.2% |
| YTD | -4.6% | -1.5% | -3.1% | -5.1% |
| 1Y | +17.6% | 0.0% | +17.6% | +16.7% |
| 3Y | +58.6% | -8.4% | +67.0% | +54.5% |
| 5Y | +270.9% | -43.5% | +314.5% | +324.4% |
| All | +270.9% | -44.9% | +315.9% | +324.4% |
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