+22.4%
SFM vs RBA
+528.8%
-506.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.3% | -3.5% | -4.6% |
| 7D | -1.2% | +4.3% | -5.5% | -1.9% |
| 30D | -24.8% | +16.3% | -41.1% | -26.9% |
| 3M | -43.7% | +1.3% | -45.0% | -44.0% |
| 6M | -37.3% | -11.1% | -26.2% | -36.4% |
| YTD | -38.4% | -8.5% | -29.9% | -38.4% |
| 1Y | -36.9% | -2.1% | -34.8% | -37.9% |
| 3Y | +20.7% | +44.6% | -23.9% | +9.4% |
| 5Y | +103.5% | +36.8% | +66.7% | +83.3% |
| 10Y | +139.7% | +227.3% | -87.6% | +75.7% |
| All | +22.4% | +528.8% | -506.4% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling