-22.2%
RMD vs SBAC
-43.9%
+21.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -4.5% | -0.1% | -4.4% | -4.5% |
| 30D | +4.6% | +3.2% | +1.4% | +3.6% |
| 3M | +14.8% | -5.1% | +19.8% | +16.1% |
| 6M | -12.1% | -2.1% | -10.0% | -12.3% |
| YTD | -7.5% | -0.5% | -7.0% | -8.5% |
| 1Y | -20.1% | +1.1% | -21.2% | -21.5% |
| 3Y | +53.9% | -7.4% | +61.3% | +53.0% |
| 5Y | -22.2% | -44.3% | +22.1% | -5.8% |
| All | -22.2% | -43.9% | +21.7% | -5.8% |
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