+204.4%
RSP vs SBAC
+76.8%
+127.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -1.5% | +3.2% | -4.8% | -2.5% |
| 3M | +4.8% | -5.1% | +9.8% | +5.9% |
| 6M | +10.3% | -2.1% | +12.4% | +9.4% |
| YTD | +14.1% | -0.5% | +14.6% | +12.3% |
| 1Y | +17.0% | +1.1% | +15.9% | +14.5% |
| 3Y | +54.2% | -7.4% | +61.6% | +51.4% |
| 5Y | +51.5% | -44.3% | +95.8% | +75.1% |
| 10Y | +204.4% | +77.6% | +126.8% | +165.9% |
| All | +204.4% | +76.8% | +127.6% | +165.9% |
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