+219.5%
RVTY vs SBAC
+103.9%
+115.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -2.7% | +3.6% | -6.3% | -3.9% |
| 30D | +3.2% | +4.9% | -1.7% | +1.4% |
| 3M | +37.2% | +6.5% | +30.7% | +33.7% |
| 6M | +57.7% | -11.1% | +68.8% | +62.3% |
| YTD | +64.8% | +0.9% | +63.9% | +59.8% |
| 1Y | +72.8% | -1.6% | +74.4% | +69.1% |
| 3Y | +89.8% | -7.0% | +96.8% | +86.6% |
| 5Y | -8.4% | -39.2% | +30.8% | +4.4% |
| 10Y | +219.5% | +111.4% | +108.1% | +189.3% |
| All | +219.5% | +103.9% | +115.6% | +189.3% |
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