+215.8%
RVTY vs SBAC
+114.8%
+101.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.2% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | +1.5% | +5.5% | -3.9% | -0.4% |
| 3M | +31.5% | +3.1% | +28.4% | +29.5% |
| 6M | +62.7% | -7.0% | +69.7% | +64.7% |
| YTD | +60.0% | +0.5% | +59.5% | +55.3% |
| 1Y | +65.7% | +0.2% | +65.5% | +61.0% |
| 3Y | +85.2% | -7.4% | +92.6% | +82.3% |
| 5Y | -14.9% | -39.7% | +24.8% | -2.7% |
| All | +215.8% | +114.8% | +101.0% | +190.6% |
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