+22.9%
SFM vs RBA
+61.6%
-38.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | -0.4% | -0.5% | +0.1% | -0.4% |
| 30D | -19.2% | +6.8% | -26.1% | -19.9% |
| 3M | -40.3% | +9.5% | -49.8% | -41.1% |
| 6M | -40.9% | -8.2% | -32.7% | -40.4% |
| YTD | -35.5% | -7.7% | -27.8% | -36.2% |
| 1Y | -37.4% | -6.9% | -30.5% | -38.4% |
| All | +22.9% | +61.6% | -38.7% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling