+1,591.3%
RRC vs SBAC
+2,232.4%
-641.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.7% |
| 7D | -5.2% | +3.6% | -8.9% | -5.8% |
| 30D | +25.2% | +4.9% | +20.3% | +24.3% |
| 3M | +27.4% | +6.5% | +20.9% | +26.0% |
| 6M | +27.0% | -11.1% | +38.1% | +28.9% |
| YTD | +46.3% | +0.9% | +45.3% | +44.8% |
| 1Y | +37.1% | -1.6% | +38.7% | +36.2% |
| 3Y | +60.2% | -7.0% | +67.2% | +58.8% |
| 5Y | +136.6% | -39.2% | +175.9% | +148.7% |
| 10Y | +68.8% | +111.4% | -42.6% | +44.1% |
| All | +1,591.3% | +2,232.4% | -641.1% | +886.3% |
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