+215.5%
RNG vs SBAC
+83.0%
+132.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +2.0% | +0.5% |
| 7D | -9.6% | -5.3% | -4.3% | -7.2% |
| 30D | +8.8% | +0.4% | +8.4% | +8.7% |
| 3M | +78.6% | -11.9% | +90.5% | +89.3% |
| 6M | +70.3% | -4.5% | +74.8% | +69.7% |
| YTD | +140.3% | -4.3% | +144.7% | +138.1% |
| 1Y | +126.6% | -3.9% | +130.5% | +122.9% |
| 3Y | +120.2% | -11.0% | +131.2% | +116.6% |
| 5Y | -68.3% | -44.1% | -24.2% | -59.4% |
| All | +215.5% | +83.0% | +132.5% | +158.3% |
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