+280.3%
RMBS vs SBAC
+2,222.3%
-1,942.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.6% |
| 7D | +10.3% | +0.6% | +9.7% | +10.2% |
| 30D | -10.7% | +5.5% | -16.2% | -12.1% |
| 3M | -17.2% | +3.1% | -20.3% | -18.2% |
| 6M | -39.0% | -7.0% | -32.0% | -38.9% |
| YTD | -10.5% | +0.5% | -11.0% | -12.4% |
| 1Y | -11.0% | +0.2% | -11.2% | -12.8% |
| 3Y | +31.3% | -7.4% | +38.7% | +28.0% |
| 5Y | +242.8% | -39.7% | +282.5% | +264.2% |
| 10Y | +536.9% | +112.5% | +424.4% | +395.2% |
| All | +280.3% | +2,222.3% | -1,942.1% | +96.7% |
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 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