+420.8%
RSG vs SBAC
+87.1%
+333.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.5% | +0.1% |
| 7D | 0.0% | -2.1% | +2.1% | +0.6% |
| 30D | +4.0% | +2.0% | +2.0% | +3.3% |
| 3M | +7.4% | -8.3% | +15.7% | +9.7% |
| 6M | +0.1% | +0.3% | -0.2% | -1.2% |
| YTD | +6.0% | -2.2% | +8.2% | +5.2% |
| 1Y | -3.0% | -4.6% | +1.7% | -3.1% |
| 3Y | +56.5% | -8.3% | +64.8% | +54.5% |
| 5Y | +90.9% | -42.8% | +133.8% | +118.1% |
| All | +420.8% | +87.1% | +333.7% | +370.4% |
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