-5.9%
SM vs RBA
+63.1%
-69.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.4% |
| 7D | +9.4% | +1.7% | +7.6% | +8.8% |
| 30D | -14.4% | +8.3% | -22.7% | -16.7% |
| 3M | +1.6% | +10.5% | -9.0% | -2.0% |
| 6M | +6.3% | -5.9% | +12.2% | +6.3% |
| YTD | +78.8% | -6.9% | +85.6% | +77.6% |
| 1Y | +83.1% | -4.9% | +88.0% | +79.7% |
| 3Y | -5.9% | +64.5% | -70.4% | -20.7% |
| All | -5.9% | +63.1% | -69.0% | -20.7% |
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