+3.0%
SM vs RBA
+225.5%
-222.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | -19.5% | +3.2% | -22.7% | -21.0% |
| 30D | -20.2% | +12.0% | -32.2% | -25.3% |
| 3M | -6.5% | +2.9% | -9.4% | -9.0% |
| 6M | +1.6% | -6.3% | +7.8% | +1.8% |
| YTD | +61.2% | -5.9% | +67.1% | +59.0% |
| 1Y | +65.4% | -3.9% | +69.2% | +60.8% |
| 3Y | -13.0% | +64.9% | -77.9% | -39.0% |
| 5Y | -4.3% | +48.5% | -52.7% | -32.9% |
| 10Y | +3.0% | +211.8% | -208.8% | -61.9% |
| All | +3.0% | +225.5% | -222.4% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling