-3.6%
SMR vs RBA
+72.1%
-75.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +4.4% | -2.9% | +7.3% | +5.7% |
| 30D | +3.4% | -12.3% | +15.7% | +8.8% |
| 3M | -19.2% | -20.5% | +1.4% | -12.7% |
| 6M | -22.6% | -18.5% | -4.1% | -17.4% |
| YTD | -31.5% | -18.2% | -13.3% | -26.5% |
| 1Y | -73.1% | -27.5% | -45.6% | -69.6% |
| 3Y | +55.0% | +38.1% | +16.9% | +47.1% |
| All | -3.6% | +72.1% | -75.6% | -6.8% |
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 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