-71.4%
RNG vs SBAC
-39.6%
-31.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -1.4% |
| 7D | +4.6% | +0.6% | +4.0% | +4.3% |
| 30D | +0.4% | +5.5% | -5.1% | -2.4% |
| 3M | +11.4% | +3.1% | +8.3% | +9.1% |
| 6M | +95.7% | -7.0% | +102.7% | +100.8% |
| YTD | +162.9% | +0.5% | +162.4% | +152.2% |
| 1Y | +180.3% | +0.2% | +180.0% | +168.6% |
| 3Y | +188.3% | -7.4% | +195.7% | +173.0% |
| All | -71.4% | -39.6% | -31.7% | -62.8% |
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