-15.9%
ROP vs SBAC
-7.2%
-8.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.4% |
| 7D | -4.4% | -0.8% | -3.6% | -4.3% |
| 30D | +3.2% | +6.9% | -3.7% | +2.3% |
| 3M | +23.1% | -8.2% | +31.3% | +24.1% |
| 6M | +13.3% | -1.6% | +14.9% | +13.0% |
| YTD | -7.9% | -0.1% | -7.7% | -8.5% |
| 1Y | -22.1% | -0.5% | -21.6% | -22.6% |
| All | -15.9% | -7.2% | -8.8% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling