+284.9%
SM vs RBA
+4,003.4%
-3,718.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.6% |
| 7D | -25.9% | +4.3% | -30.2% | -27.5% |
| 30D | -15.1% | +16.3% | -31.4% | -21.0% |
| 3M | +4.9% | +1.3% | +3.5% | +3.1% |
| 6M | +6.1% | -11.1% | +17.2% | +9.0% |
| YTD | +63.4% | -8.5% | +71.9% | +64.1% |
| 1Y | +72.5% | -2.1% | +74.6% | +67.7% |
| 3Y | -16.9% | +44.6% | -61.5% | -33.1% |
| 5Y | -10.6% | +36.8% | -47.5% | -29.2% |
| 10Y | +11.3% | +227.3% | -216.0% | -39.3% |
| All | +284.9% | +4,003.4% | -3,718.5% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling