+6,543.9%
RMD vs SBAC
+2,219.2%
+4,324.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +1.2% | +3.0% | -1.8% | +0.9% |
| 30D | +2.5% | +4.3% | -1.8% | +1.9% |
| 3M | +11.5% | +4.1% | +7.4% | +10.9% |
| 6M | +14.7% | -11.6% | +26.3% | +16.2% |
| YTD | -1.3% | +0.4% | -1.7% | -2.0% |
| 1Y | -5.3% | -1.1% | -4.2% | -5.7% |
| 3Y | +68.8% | -7.3% | +76.0% | +68.5% |
| 5Y | -5.9% | -40.8% | +34.9% | -1.4% |
| 10Y | +348.7% | +103.0% | +245.7% | +313.1% |
| All | +6,543.9% | +2,219.2% | +4,324.6% | +4,384.5% |
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