+199.9%
RBA vs SNY
+64.5%
+135.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +0.1% | -3.3% | +3.4% | +0.9% |
| 30D | -2.9% | -2.2% | -0.8% | -2.4% |
| 3M | -20.9% | -3.0% | -17.9% | -20.3% |
| 6M | -17.7% | +2.7% | -20.4% | -18.4% |
| YTD | -18.2% | -6.8% | -11.3% | -16.9% |
| 1Y | -29.1% | -5.3% | -23.8% | -28.4% |
| 3Y | +29.5% | -9.8% | +39.3% | +29.6% |
| 5Y | +40.2% | +9.7% | +30.6% | +29.7% |
| All | +199.9% | +64.5% | +135.4% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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