+3,091.2%
ROP vs SBAC
+2,215.3%
+875.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -2.9% | -2.8% | -0.2% | -2.5% |
| 30D | +30.1% | +3.1% | +26.9% | +29.4% |
| 3M | +19.9% | +5.1% | +14.7% | +18.8% |
| 6M | +46.0% | -11.4% | +57.4% | +48.5% |
| YTD | +8.4% | +0.2% | +8.2% | +7.4% |
| 1Y | +8.8% | -3.9% | +12.7% | +8.5% |
| 3Y | -5.6% | -7.7% | +2.0% | -6.1% |
| 5Y | +3.0% | -39.7% | +42.7% | +9.0% |
| 10Y | +184.0% | +111.9% | +72.1% | +146.7% |
| All | +3,091.2% | +2,215.3% | +875.8% | +1,813.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling