+165.5%
SITM vs RBA
-26.5%
+192.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.3% | +6.2% | +6.5% |
| 7D | +9.7% | -2.9% | +12.6% | +10.0% |
| 30D | +12.7% | -12.3% | +25.0% | +14.8% |
| 3M | -13.4% | -20.5% | +7.1% | -10.7% |
| 6M | +59.6% | -18.5% | +78.2% | +62.5% |
| YTD | +73.3% | -18.2% | +91.5% | +73.1% |
| 1Y | +165.5% | -27.5% | +193.1% | +215.6% |
| All | +165.5% | -26.5% | +192.1% | +215.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling