+448.0%
RSG vs SBAC
+114.8%
+333.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | +2.5% | +0.6% | +1.9% | +2.3% |
| 30D | +12.7% | +5.5% | +7.2% | +11.0% |
| 3M | +17.9% | +3.1% | +14.9% | +16.6% |
| 6M | +25.0% | -7.0% | +32.0% | +26.8% |
| YTD | +20.8% | +0.5% | +20.3% | +18.7% |
| 1Y | +24.3% | +0.2% | +24.0% | +22.2% |
| 3Y | +65.3% | -7.4% | +72.6% | +62.9% |
| 5Y | +99.1% | -39.7% | +138.8% | +123.8% |
| All | +448.0% | +114.8% | +333.2% | +373.9% |
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