+1,284.0%
RRC vs SBAC
+2,208.1%
-924.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | +1.3% | -0.8% | +2.1% | +1.4% |
| 30D | +10.1% | +6.9% | +3.2% | +9.0% |
| 3M | +4.0% | -8.2% | +12.2% | +5.2% |
| 6M | +1.6% | -1.6% | +3.2% | +1.2% |
| YTD | +19.7% | -0.1% | +19.8% | +18.8% |
| 1Y | +21.4% | -0.5% | +21.9% | +20.5% |
| 3Y | +29.7% | -9.1% | +38.7% | +29.0% |
| 5Y | +153.9% | -43.8% | +197.7% | +170.0% |
| 10Y | +10.8% | +80.5% | -69.7% | -3.2% |
| All | +1,284.0% | +2,208.1% | -924.1% | +709.3% |
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 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