+338.4%
RMD vs SBAC
+103.9%
+234.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +3.1% | +3.6% | -0.6% | +1.8% |
| 30D | +1.8% | +4.9% | -3.1% | -0.1% |
| 3M | +6.7% | +6.5% | +0.2% | +4.0% |
| 6M | +13.9% | -11.1% | +25.0% | +17.9% |
| YTD | -2.0% | +0.9% | -2.9% | -4.5% |
| 1Y | -5.4% | -1.6% | -3.8% | -7.0% |
| 3Y | +67.4% | -7.0% | +74.4% | +64.6% |
| 5Y | -5.7% | -39.2% | +33.5% | +9.3% |
| 10Y | +338.4% | +111.4% | +227.0% | +287.9% |
| All | +338.4% | +103.9% | +234.5% | +287.9% |
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 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