-3.2%
ROP vs SBAC
-10.4%
+7.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.6% |
| 7D | +2.1% | +1.2% | +0.9% | +2.0% |
| 30D | +32.9% | +11.2% | +21.7% | +30.9% |
| 3M | +20.3% | +4.5% | +15.9% | +19.5% |
| 6M | +36.8% | -12.2% | +48.9% | +38.2% |
| YTD | +8.1% | -0.1% | +8.2% | +7.3% |
| 1Y | +8.3% | -0.3% | +8.5% | +7.4% |
| 3Y | -3.2% | -8.7% | +5.5% | -3.3% |
| All | -3.2% | -10.4% | +7.1% | -3.3% |
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 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