+354.3%
RY vs SBAC
+109.8%
+244.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -3.0% | -2.8% | -0.2% | -2.4% |
| 30D | +6.3% | +3.1% | +3.1% | +5.4% |
| 3M | -2.6% | +5.1% | -7.7% | -3.9% |
| 6M | +13.9% | -11.4% | +25.3% | +16.4% |
| YTD | +21.7% | +0.2% | +21.5% | +19.8% |
| 1Y | +40.4% | -3.9% | +44.4% | +39.7% |
| 3Y | +161.3% | -7.7% | +169.0% | +158.3% |
| 5Y | +126.5% | -39.7% | +166.2% | +146.7% |
| 10Y | +354.3% | +111.9% | +242.4% | +310.1% |
| All | +354.3% | +109.8% | +244.5% | +310.1% |
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 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