-6.3%
SM vs RBA
+36.9%
-43.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +0.1% | -2.9% | +3.0% | +0.9% |
| 30D | +26.3% | -12.3% | +38.6% | +31.0% |
| 3M | +8.7% | -20.5% | +29.2% | +14.9% |
| 6M | +51.7% | -18.5% | +70.2% | +58.3% |
| YTD | +99.0% | -18.2% | +117.3% | +106.2% |
| 1Y | +34.6% | -27.5% | +62.1% | +46.5% |
| All | -6.3% | +36.9% | -43.3% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling