+603.6%
RVMD vs SBAC
-31.8%
+635.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.8% | -1.3% |
| 7D | -3.6% | -5.3% | +1.7% | -2.1% |
| 30D | -1.1% | +0.4% | -1.5% | -1.3% |
| 3M | +41.0% | -11.9% | +52.9% | +45.4% |
| 6M | +105.7% | -4.5% | +110.2% | +104.2% |
| YTD | +155.3% | -4.3% | +159.6% | +152.2% |
| 1Y | +402.7% | -3.9% | +406.6% | +395.8% |
| 3Y | +533.1% | -11.0% | +544.1% | +518.5% |
| 5Y | +583.5% | -44.1% | +627.6% | +690.4% |
| All | +603.6% | -31.8% | +635.4% | +660.1% |
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