+291.9%
SFM vs RBA
+182.6%
+109.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.0% | -4.5% | -6.1% |
| 7D | -5.8% | -1.1% | -4.8% | -5.6% |
| 30D | -11.4% | -13.2% | +1.9% | -9.0% |
| 3M | -12.2% | -21.4% | +9.2% | -8.7% |
| 6M | -5.2% | -20.9% | +15.7% | -1.8% |
| YTD | -4.5% | -19.9% | +15.4% | -1.9% |
| 1Y | -45.4% | -28.7% | -16.7% | -42.5% |
| 3Y | +91.1% | +27.4% | +63.7% | +76.0% |
| 5Y | +226.8% | +41.7% | +185.1% | +188.6% |
| 10Y | +291.9% | +189.6% | +102.3% | +178.4% |
| All | +291.9% | +182.6% | +109.4% | +178.4% |
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