+287.7%
RNG vs SBAC
+162.0%
+125.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | -0.8% | -0.1% | -0.8% | -0.7% |
| 30D | +11.4% | +3.2% | +8.2% | +9.6% |
| 3M | +72.1% | -5.1% | +77.1% | +76.1% |
| 6M | +67.9% | -2.1% | +70.0% | +65.2% |
| YTD | +144.3% | -0.5% | +144.9% | +136.8% |
| 1Y | +117.5% | +1.1% | +116.4% | +107.8% |
| 3Y | +123.9% | -7.4% | +131.3% | +115.3% |
| 5Y | -70.1% | -44.3% | -25.8% | -61.1% |
| 10Y | +215.9% | +77.6% | +138.3% | +98.4% |
| All | +287.7% | +162.0% | +125.7% | +80.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling