+11.1%
SMR vs RBA
+68.6%
-57.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.0% | +17.2% | +16.0% |
| 7D | +21.4% | -1.1% | +22.4% | +21.8% |
| 30D | +13.8% | -13.2% | +27.1% | +20.2% |
| 3M | +3.9% | -21.4% | +25.3% | +12.5% |
| 6M | -4.2% | -20.9% | +16.7% | +3.5% |
| YTD | -21.1% | -19.9% | -1.2% | -14.7% |
| 1Y | -67.1% | -28.7% | -38.4% | -62.6% |
| 3Y | +88.9% | +27.4% | +61.4% | +81.9% |
| All | +11.1% | +68.6% | -57.5% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling