+102.9%
SFM vs RBA
+461.7%
-358.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.8% |
| 7D | -0.1% | -2.9% | +2.9% | +0.5% |
| 30D | -4.4% | -12.3% | +7.9% | -2.2% |
| 3M | +1.5% | -20.5% | +22.0% | +5.2% |
| 6M | +6.5% | -18.5% | +25.0% | +9.5% |
| YTD | +2.2% | -18.2% | +20.4% | +4.4% |
| 1Y | -41.9% | -27.5% | -14.4% | -39.2% |
| 3Y | +106.8% | +38.1% | +68.7% | +89.1% |
| 5Y | +231.6% | +44.8% | +186.8% | +195.4% |
| 10Y | +258.4% | +187.1% | +71.3% | +169.1% |
| All | +102.9% | +461.7% | -358.8% | +35.0% |
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