+122.0%
RNG vs SBAC
-4.6%
+126.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +2.0% | -0.6% |
| 7D | -9.6% | -5.3% | -4.3% | -9.1% |
| 30D | +8.8% | +0.4% | +8.4% | +8.9% |
| 3M | +78.6% | -11.9% | +90.5% | +79.1% |
| 6M | +70.3% | -4.5% | +74.8% | +70.3% |
| YTD | +140.3% | -4.3% | +144.7% | +137.6% |
| All | +122.0% | -4.6% | +126.6% | +122.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling