+368.8%
SM vs RBA
+3,565.6%
-3,196.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +0.1% | -2.9% | +3.0% | +1.3% |
| 30D | +26.3% | -12.3% | +38.6% | +33.1% |
| 3M | +8.7% | -20.5% | +29.2% | +18.1% |
| 6M | +51.7% | -18.5% | +70.2% | +62.0% |
| YTD | +99.0% | -18.2% | +117.3% | +111.2% |
| 1Y | +34.6% | -27.5% | +62.1% | +50.2% |
| 3Y | -7.8% | +38.1% | -45.8% | -24.1% |
| 5Y | +104.8% | +44.8% | +60.0% | +58.5% |
| 10Y | +7.2% | +187.1% | -179.9% | -37.7% |
| All | +368.8% | +3,565.6% | -3,196.8% | +44.9% |
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 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