+12.5%
SM vs RBA
+182.6%
-170.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +4.7% |
| 7D | -0.2% | -1.1% | +0.9% | +0.3% |
| 30D | +31.5% | -13.2% | +44.7% | +40.8% |
| 3M | +17.3% | -21.4% | +38.7% | +30.0% |
| 6M | +48.5% | -20.9% | +69.4% | +62.8% |
| YTD | +106.3% | -19.9% | +126.1% | +122.7% |
| 1Y | +47.3% | -28.7% | +76.0% | +69.1% |
| 3Y | -1.4% | +27.4% | -28.8% | -20.8% |
| 5Y | +114.0% | +41.7% | +72.3% | +50.0% |
| 10Y | +12.5% | +189.6% | -177.1% | -57.6% |
| All | +12.5% | +182.6% | -170.1% | -57.6% |
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 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