+7.5%
SMR vs RBA
+67.5%
-60.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | +13.1% | -1.9% | +15.0% | +13.8% |
| 30D | +17.8% | -13.0% | +30.7% | +24.1% |
| 3M | +8.1% | -23.1% | +31.2% | +18.3% |
| 6M | -11.1% | -22.6% | +11.5% | -3.1% |
| YTD | -23.7% | -20.4% | -3.3% | -17.3% |
| 1Y | -69.4% | -29.6% | -39.8% | -65.1% |
| 3Y | +82.6% | +26.6% | +56.0% | +76.4% |
| All | +7.5% | +67.5% | -60.0% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling