+350.6%
RY vs SBAC
+103.9%
+246.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.4% |
| 7D | -0.6% | +3.6% | -4.2% | -1.4% |
| 30D | +6.1% | +4.9% | +1.2% | +4.9% |
| 3M | -3.4% | +6.5% | -9.8% | -4.9% |
| 6M | +12.8% | -11.1% | +23.9% | +15.2% |
| YTD | +21.0% | +0.9% | +20.1% | +18.9% |
| 1Y | +40.5% | -1.6% | +42.0% | +38.9% |
| 3Y | +159.9% | -7.0% | +166.9% | +156.4% |
| 5Y | +125.0% | -39.2% | +164.2% | +144.6% |
| 10Y | +350.6% | +111.4% | +239.2% | +305.4% |
| All | +350.6% | +103.9% | +246.7% | +305.4% |
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