+200.9%
RRX vs SBAC
+114.8%
+86.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.7% |
| 7D | +4.3% | +0.6% | +3.7% | +4.2% |
| 30D | +12.3% | +5.5% | +6.8% | +10.4% |
| 3M | +3.7% | +3.1% | +0.6% | +2.3% |
| 6M | -13.9% | -7.0% | -6.9% | -13.1% |
| YTD | +26.5% | +0.5% | +26.0% | +23.7% |
| 1Y | +29.3% | +0.2% | +29.1% | +26.6% |
| 3Y | +65.6% | -7.4% | +72.9% | +61.5% |
| 5Y | +10.6% | -39.7% | +50.3% | +23.9% |
| All | +200.9% | +114.8% | +86.1% | +165.2% |
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