+626.7%
RVMD vs SBAC
-28.8%
+655.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | +6.4% | +6.9% | -0.5% | +4.4% |
| 3M | +34.9% | -8.2% | +43.1% | +37.5% |
| 6M | +107.6% | -1.6% | +109.2% | +104.5% |
| YTD | +163.7% | -0.1% | +163.8% | +157.3% |
| 1Y | +439.2% | -0.5% | +439.7% | +426.8% |
| 3Y | +499.2% | -9.1% | +508.3% | +483.5% |
| 5Y | +621.7% | -43.8% | +665.5% | +730.7% |
| All | +626.7% | -28.8% | +655.5% | +675.7% |
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