-35.2%
SFM vs RBA
-4.5%
-30.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.4% |
| 7D | -7.1% | +0.6% | -7.7% | -7.0% |
| 30D | -21.4% | +9.0% | -30.4% | -19.9% |
| 3M | -40.1% | +7.2% | -47.3% | -39.2% |
| 6M | -38.0% | -7.8% | -30.3% | -38.2% |
| YTD | -36.5% | -6.4% | -30.2% | -37.2% |
| 1Y | -35.2% | -4.2% | -31.0% | -36.1% |
| All | -35.2% | -4.5% | -30.7% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling