-30.7%
RVTY vs SBAC
-43.7%
+13.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.6% |
| 3M | +27.2% | -8.2% | +35.5% | +30.4% |
| 6M | +32.4% | -1.6% | +34.0% | +30.7% |
| YTD | +34.9% | -0.1% | +35.0% | +31.6% |
| 1Y | +52.4% | -0.5% | +52.8% | +48.6% |
| 3Y | +12.3% | -9.1% | +21.3% | +11.5% |
| All | -30.7% | -43.7% | +13.0% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling