+217.3%
RRX vs SBAC
+87.1%
+130.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.1% |
| 7D | -0.3% | -2.1% | +1.7% | +0.2% |
| 30D | -6.1% | +2.0% | -8.1% | -6.7% |
| 3M | -23.1% | -8.3% | -14.8% | -21.5% |
| 6M | -19.5% | +0.3% | -19.8% | -20.8% |
| YTD | +16.1% | -2.2% | +18.3% | +14.9% |
| 1Y | +12.9% | -4.6% | +17.6% | +12.4% |
| 3Y | +7.9% | -8.3% | +16.2% | +5.5% |
| 5Y | +19.1% | -42.8% | +61.9% | +35.8% |
| All | +217.3% | +87.1% | +130.2% | +187.1% |
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