+438.7%
SN vs RBA
+48.1%
+390.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.0% |
| 7D | +7.6% | +2.5% | +5.1% | +6.6% |
| 30D | +24.1% | +11.6% | +12.5% | +18.9% |
| 3M | +23.7% | +1.5% | +22.2% | +22.7% |
| 6M | +105.5% | -6.6% | +112.2% | +106.4% |
| YTD | +105.1% | -6.3% | +111.4% | +101.4% |
| 1Y | +148.3% | -4.0% | +152.2% | +140.6% |
| 3Y | +438.7% | +47.3% | +391.4% | +363.2% |
| All | +438.7% | +48.1% | +390.6% | +363.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling