-9.4%
RVTY vs SBAC
-40.3%
+31.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +3.4% |
| 7D | -1.2% | +1.2% | -2.4% | -1.7% |
| 30D | +1.0% | +11.2% | -10.1% | -2.7% |
| 3M | +35.8% | +4.5% | +31.4% | +33.2% |
| 6M | +56.7% | -12.2% | +68.9% | +62.4% |
| YTD | +60.7% | -0.1% | +60.8% | +56.2% |
| 1Y | +73.7% | -0.3% | +73.9% | +68.9% |
| 3Y | +82.8% | -8.7% | +91.5% | +80.8% |
| All | -9.4% | -40.3% | +31.0% | +15.6% |
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 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