+71.6%
SM vs RBA
-2.0%
+73.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +2.1% | -17.4% | -15.3% |
| 7D | -21.5% | +12.7% | -34.1% | -21.9% |
| 30D | -11.4% | +15.5% | -26.9% | -12.1% |
| 3M | +0.6% | -14.0% | +14.7% | +1.9% |
| 6M | +0.2% | -8.8% | +9.1% | +0.7% |
| YTD | +69.7% | -6.9% | +76.6% | +71.5% |
| 1Y | +71.6% | -3.0% | +74.5% | +70.4% |
| All | +71.6% | -2.0% | +73.6% | +70.4% |
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