+447.8%
SN vs RBA
+52.5%
+395.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.5% |
| 7D | +1.5% | +1.7% | -0.2% | +0.9% |
| 30D | +21.5% | +8.3% | +13.2% | +17.6% |
| 3M | +20.0% | +10.5% | +9.5% | +15.1% |
| 6M | +119.9% | -5.9% | +125.8% | +120.0% |
| YTD | +102.3% | -6.9% | +109.2% | +99.6% |
| 1Y | +148.0% | -4.9% | +152.8% | +141.7% |
| 3Y | +450.0% | +64.5% | +385.5% | +337.2% |
| All | +447.8% | +52.5% | +395.3% | +346.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling