+448.1%
SN vs RBA
+54.1%
+393.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | +7.6% | +3.2% | +4.3% | +6.2% |
| 30D | +22.4% | +12.0% | +10.4% | +17.0% |
| 3M | +21.7% | +2.9% | +18.8% | +20.0% |
| 6M | +102.8% | -6.3% | +109.1% | +103.6% |
| YTD | +102.4% | -5.9% | +108.3% | +98.8% |
| 1Y | +139.0% | -3.9% | +142.9% | +132.0% |
| 3Y | +440.4% | +64.9% | +375.5% | +329.2% |
| All | +448.1% | +54.1% | +393.9% | +344.7% |
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