+531.8%
RVMD vs SBAC
-8.7%
+540.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | +0.3% | +3.9% | -3.5% | +0.1% |
| 3M | +38.9% | -8.2% | +47.1% | +39.7% |
| 6M | +108.1% | -2.8% | +110.9% | +106.7% |
| YTD | +160.7% | -1.5% | +162.3% | +158.6% |
| 1Y | +407.3% | 0.0% | +407.3% | +401.8% |
| All | +531.8% | -8.7% | +540.6% | +478.1% |
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 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