+135.7%
ROP vs SBAC
+78.4%
+57.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -6.1% | +0.2% | -6.3% | -6.2% |
| 30D | -3.4% | +3.9% | -7.2% | -4.4% |
| 3M | +16.7% | -8.2% | +24.9% | +19.4% |
| 6M | +8.1% | -2.8% | +10.9% | +7.6% |
| YTD | -11.7% | -1.5% | -10.1% | -12.8% |
| 1Y | -24.2% | 0.0% | -24.2% | -25.7% |
| 3Y | -19.0% | -8.4% | -10.6% | -20.3% |
| 5Y | -15.9% | -43.5% | +27.7% | -2.1% |
| 10Y | +135.7% | +86.9% | +48.8% | +106.8% |
| All | +135.7% | +78.4% | +57.3% | +106.8% |
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 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