+101.5%
SFM vs RBA
+37.7%
+63.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.3% | -3.5% | -4.6% |
| 7D | -1.2% | +4.3% | -5.5% | -1.8% |
| 30D | -24.8% | +16.3% | -41.1% | -26.6% |
| 3M | -43.7% | +1.3% | -45.0% | -43.9% |
| 6M | -37.3% | -11.1% | -26.2% | -36.4% |
| YTD | -38.4% | -8.5% | -29.9% | -38.5% |
| 1Y | -36.9% | -2.1% | -34.8% | -38.2% |
| 3Y | +20.7% | +44.6% | -23.9% | +8.1% |
| All | +101.5% | +37.7% | +63.8% | +69.2% |
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