+5.5%
RRC vs SBAC
+78.4%
-72.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.2% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | +3.6% | +3.9% | -0.3% | +2.9% |
| 3M | +8.8% | -8.2% | +17.0% | +10.3% |
| 6M | +0.8% | -2.8% | +3.6% | +0.6% |
| YTD | +19.0% | -1.5% | +20.5% | +18.3% |
| 1Y | +22.9% | 0.0% | +22.9% | +21.8% |
| 3Y | +32.3% | -8.4% | +40.7% | +30.9% |
| 5Y | +151.6% | -43.5% | +195.1% | +172.5% |
| 10Y | +5.5% | +86.9% | -81.4% | -0.9% |
| All | +5.5% | +78.4% | -72.9% | -0.9% |
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