+401.0%
SN vs RBA
+36.9%
+364.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.2% |
| 7D | -9.3% | -2.9% | -6.4% | -8.2% |
| 30D | -4.8% | -12.3% | +7.5% | +0.1% |
| 3M | +40.4% | -20.5% | +60.9% | +50.8% |
| 6M | +50.9% | -18.5% | +69.5% | +60.0% |
| YTD | +54.9% | -18.2% | +73.2% | +60.9% |
| 1Y | +43.0% | -27.5% | +70.5% | +58.4% |
| All | +401.0% | +36.9% | +364.1% | +358.7% |
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 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