+48.4%
RSP vs SBAC
-39.6%
+88.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +2.4% | +0.6% | +1.7% | +2.2% |
| 30D | +4.3% | +5.5% | -1.2% | +2.9% |
| 3M | -0.3% | +3.1% | -3.4% | -1.2% |
| 6M | +9.8% | -7.0% | +16.8% | +11.1% |
| YTD | +16.8% | +0.5% | +16.3% | +15.1% |
| 1Y | +19.5% | +0.2% | +19.3% | +17.8% |
| 3Y | +65.1% | -7.4% | +72.5% | +62.9% |
| All | +48.4% | -39.6% | +88.1% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling