+32.8%
RRC vs SBAC
-9.5%
+42.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | +9.4% | +3.2% | +6.2% | +9.1% |
| 3M | +7.4% | -5.1% | +12.4% | +7.7% |
| 6M | +1.5% | -2.1% | +3.6% | +1.6% |
| YTD | +19.4% | -0.5% | +19.9% | +19.3% |
| 1Y | +24.2% | +1.1% | +23.1% | +23.9% |
| 3Y | +32.8% | -7.4% | +40.2% | +28.9% |
| All | +32.8% | -9.5% | +42.3% | +28.9% |
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 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