+45.4%
RSP vs SBAC
-40.3%
+85.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | -1.0% | +1.2% | -2.2% | -1.3% |
| 30D | +2.6% | +11.2% | -8.6% | 0.0% |
| 3M | -0.8% | +4.5% | -5.2% | -2.0% |
| 6M | +6.3% | -12.2% | +18.4% | +9.0% |
| YTD | +14.1% | -0.1% | +14.3% | +12.6% |
| 1Y | +18.0% | -0.3% | +18.3% | +16.4% |
| 3Y | +61.0% | -8.7% | +69.8% | +59.6% |
| All | +45.4% | -40.3% | +85.7% | +64.5% |
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