+995.5%
RRX vs SBAC
+2,208.1%
-1,212.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.3% |
| 7D | +3.4% | -0.8% | +4.2% | +3.6% |
| 30D | -11.1% | +6.9% | -18.0% | -12.0% |
| 3M | -23.7% | -8.2% | -15.5% | -23.1% |
| 6M | -22.0% | -1.6% | -20.3% | -22.4% |
| YTD | +16.5% | -0.1% | +16.6% | +15.5% |
| 1Y | +11.5% | -0.5% | +12.0% | +10.6% |
| 3Y | +1.5% | -9.1% | +10.6% | +1.0% |
| 5Y | +18.3% | -43.8% | +62.1% | +24.9% |
| 10Y | +209.8% | +80.5% | +129.3% | +181.0% |
| All | +995.5% | +2,208.1% | -1,212.6% | +662.7% |
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