+19.1%
RVTY vs SBAC
-7.2%
+26.3%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +1.1% | -0.8% | +1.9% | +1.3% |
| 30D | +13.2% | +6.9% | +6.3% | +11.5% |
| 3M | +27.2% | -8.2% | +35.5% | +29.6% |
| 6M | +32.4% | -1.6% | +34.0% | +31.6% |
| YTD | +34.9% | -0.1% | +35.0% | +32.8% |
| 1Y | +52.4% | -0.5% | +52.8% | +50.0% |
| All | +19.1% | -7.2% | +26.3% | +22.3% |
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 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