+158.9%
SN vs RBA
-2.0%
+160.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.1% | +2.0% | +3.8% |
| 7D | +10.6% | +12.7% | -2.0% | +8.6% |
| 30D | +20.0% | +15.5% | +4.5% | +17.4% |
| 3M | +30.4% | -14.0% | +44.4% | +32.1% |
| 6M | +91.0% | -8.8% | +99.8% | +89.4% |
| YTD | +95.9% | -6.9% | +102.9% | +79.3% |
| 1Y | +158.9% | -3.0% | +161.9% | +131.4% |
| All | +158.9% | -2.0% | +160.9% | +131.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling