+84.6%
SITM vs RBA
+46.2%
+38.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | +0.2% |
| 7D | +32.5% | -0.5% | +33.1% | +32.8% |
| 30D | -18.8% | +6.8% | -25.7% | -21.8% |
| 3M | -30.9% | +9.5% | -40.3% | -34.7% |
| 6M | -44.5% | -8.2% | -36.2% | -43.6% |
| YTD | +33.2% | -7.7% | +41.0% | +32.6% |
| 1Y | +53.8% | -6.9% | +60.8% | +52.6% |
| 3Y | +335.7% | +61.6% | +274.0% | +214.8% |
| 5Y | +84.6% | +44.7% | +39.9% | +57.2% |
| All | +84.6% | +46.2% | +38.4% | +57.2% |
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