+222.9%
SAP vs RBA
+236.6%
-13.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.0% |
| 7D | +1.6% | +2.5% | -0.9% | +1.0% |
| 30D | +10.5% | +11.6% | -1.0% | +7.1% |
| 3M | +15.2% | +1.5% | +13.7% | +14.4% |
| 6M | +36.7% | -6.6% | +43.3% | +38.2% |
| YTD | -0.6% | -6.3% | +5.7% | 0.0% |
| 1Y | -4.1% | -4.0% | -0.2% | -4.3% |
| 3Y | +73.2% | +47.3% | +26.0% | +51.4% |
| 5Y | +74.1% | +47.7% | +26.5% | +48.5% |
| 10Y | +222.9% | +224.7% | -1.8% | +110.1% |
| All | +222.9% | +236.6% | -13.6% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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