+2,204.7%
RSG vs SBAC
+2,199.0%
+5.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.7% | -0.1% | -0.7% | -0.7% |
| 30D | +3.3% | +3.2% | +0.1% | +3.0% |
| 3M | +8.5% | -5.1% | +13.5% | +8.9% |
| 6M | -3.5% | -2.1% | -1.4% | -3.6% |
| YTD | +5.5% | -0.5% | +6.0% | +5.1% |
| 1Y | -1.7% | +1.1% | -2.9% | -2.2% |
| 3Y | +56.9% | -7.4% | +64.3% | +56.6% |
| 5Y | +89.4% | -44.3% | +133.7% | +96.8% |
| 10Y | +412.5% | +77.6% | +335.0% | +385.5% |
| All | +2,204.7% | +2,199.0% | +5.7% | +2,026.8% |
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