+1,184.6%
RVTY vs SBAC
+2,215.3%
-1,030.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.7% | -2.8% | +2.0% | -0.3% |
| 30D | +1.7% | +3.1% | -1.4% | +1.1% |
| 3M | +36.8% | +5.1% | +31.7% | +35.3% |
| 6M | +60.1% | -11.4% | +71.5% | +62.4% |
| YTD | +64.0% | +0.2% | +63.8% | +61.9% |
| 1Y | +68.2% | -3.9% | +72.1% | +67.3% |
| 3Y | +88.8% | -7.7% | +96.4% | +88.1% |
| 5Y | -10.5% | -39.7% | +29.2% | -4.7% |
| 10Y | +219.7% | +111.9% | +107.8% | +177.7% |
| All | +1,184.6% | +2,215.3% | -1,030.7% | +738.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling