+358.7%
RY vs SBAC
+93.8%
+265.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.9% |
| 7D | -0.9% | +1.2% | -2.1% | -1.2% |
| 30D | +5.9% | +11.2% | -5.3% | +3.3% |
| 3M | -4.3% | +4.5% | -8.7% | -5.4% |
| 6M | +12.1% | -12.2% | +24.3% | +14.8% |
| YTD | +20.3% | -0.1% | +20.4% | +18.5% |
| 1Y | +41.0% | -0.3% | +41.3% | +38.9% |
| 3Y | +157.5% | -8.7% | +166.3% | +155.3% |
| 5Y | +123.2% | -40.2% | +163.3% | +143.4% |
| All | +358.7% | +93.8% | +265.0% | +322.9% |
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