+1,127.7%
RSP vs SBAC
+12,732.8%
-11,605.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | -0.3% | +6.9% | -7.3% | -2.3% |
| 3M | +4.3% | -8.2% | +12.5% | +6.4% |
| 6M | +8.8% | -1.6% | +10.5% | +7.7% |
| YTD | +15.3% | -0.1% | +15.4% | +13.3% |
| 1Y | +18.3% | -0.5% | +18.7% | +16.2% |
| 3Y | +52.8% | -9.1% | +61.9% | +51.1% |
| 5Y | +51.7% | -43.8% | +95.5% | +70.7% |
| 10Y | +208.5% | +80.5% | +127.9% | +140.3% |
| All | +1,127.7% | +12,732.8% | -11,605.1% | +383.0% |
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