+776.8%
RVMD vs SBAC
-6.5%
+783.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.3% |
| 7D | -10.4% | +0.6% | -11.0% | -10.4% |
| 30D | -11.0% | +5.5% | -16.4% | -10.9% |
| 3M | -14.7% | +3.1% | -17.8% | -14.6% |
| 6M | +14.9% | -7.0% | +21.9% | +15.3% |
| YTD | +116.3% | +0.5% | +115.8% | +115.5% |
| 1Y | +167.6% | +0.2% | +167.4% | +166.7% |
| 3Y | +776.8% | -7.4% | +784.1% | +755.0% |
| All | +776.8% | -6.5% | +783.3% | +755.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling