+2,539.3%
RSG vs SBAC
+2,222.3%
+317.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +2.5% | +0.6% | +1.9% | +2.4% |
| 30D | +12.7% | +5.5% | +7.2% | +12.1% |
| 3M | +17.9% | +3.1% | +14.9% | +17.5% |
| 6M | +25.0% | -7.0% | +32.0% | +25.6% |
| YTD | +20.8% | +0.5% | +20.3% | +20.2% |
| 1Y | +24.3% | +0.2% | +24.0% | +23.7% |
| 3Y | +65.3% | -7.4% | +72.6% | +64.9% |
| 5Y | +99.1% | -39.7% | +138.8% | +105.4% |
| 10Y | +452.4% | +112.5% | +339.8% | +416.2% |
| All | +2,539.3% | +2,222.3% | +317.0% | +2,331.7% |
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