+72.5%
SM vs RBA
-3.3%
+75.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.0% |
| 7D | -25.9% | +4.3% | -30.2% | -26.0% |
| 30D | -15.1% | +16.3% | -31.4% | -15.8% |
| 3M | +4.9% | +1.3% | +3.5% | +4.7% |
| 6M | +6.1% | -11.1% | +17.2% | +6.8% |
| YTD | +63.4% | -8.5% | +71.9% | +66.1% |
| 1Y | +72.5% | -2.1% | +74.6% | +71.8% |
| All | +72.5% | -3.3% | +75.7% | +71.8% |
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