+1,509.3%
RRC vs SBAC
+2,207.9%
-698.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.6% |
| 7D | -10.8% | +1.2% | -12.0% | -11.0% |
| 30D | +22.3% | +11.2% | +11.1% | +20.3% |
| 3M | +26.6% | +4.5% | +22.2% | +25.6% |
| 6M | +18.9% | -12.2% | +31.1% | +20.9% |
| YTD | +39.2% | -0.1% | +39.3% | +38.0% |
| 1Y | +34.0% | -0.3% | +34.2% | +32.8% |
| 3Y | +42.0% | -8.7% | +50.7% | +41.2% |
| 5Y | +111.9% | -40.2% | +152.0% | +123.2% |
| 10Y | +62.8% | +97.3% | -34.6% | +40.3% |
| All | +1,509.3% | +2,207.9% | -698.6% | +840.0% |
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