+215.6%
RSP vs SBAC
+97.3%
+118.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.1% |
| 7D | +0.4% | +3.0% | -2.5% | -0.4% |
| 30D | +3.7% | +4.3% | -0.6% | +2.4% |
| 3M | +0.8% | +4.1% | -3.4% | -0.7% |
| 6M | +9.1% | -11.6% | +20.7% | +12.1% |
| YTD | +16.7% | +0.4% | +16.4% | +14.3% |
| 1Y | +19.7% | -1.1% | +20.8% | +17.7% |
| 3Y | +66.7% | -7.3% | +74.0% | +63.6% |
| 5Y | +48.7% | -40.8% | +89.5% | +68.2% |
| 10Y | +215.6% | +103.0% | +112.6% | +174.1% |
| All | +215.6% | +97.3% | +118.3% | +174.1% |
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