+242.0%
SFM vs RBA
+45.3%
+196.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.8% |
| 7D | -0.1% | -2.9% | +2.9% | +0.4% |
| 30D | -4.4% | -12.3% | +7.9% | -2.4% |
| 3M | +1.5% | -20.5% | +22.0% | +4.9% |
| 6M | +6.5% | -18.5% | +25.0% | +9.1% |
| YTD | +2.2% | -18.2% | +20.4% | +3.9% |
| 1Y | -41.9% | -27.5% | -14.4% | -39.2% |
| 3Y | +106.8% | +38.1% | +68.7% | +86.6% |
| All | +242.0% | +45.3% | +196.8% | +197.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling