+422.1%
SPYG vs RBA
+189.2%
+232.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +0.3% | -1.9% | +2.2% | +0.9% |
| 30D | -1.7% | -13.0% | +11.3% | +2.1% |
| 3M | +3.6% | -23.1% | +26.8% | +10.7% |
| 6M | +16.6% | -22.6% | +39.2% | +24.1% |
| YTD | +13.4% | -20.4% | +33.8% | +19.1% |
| 1Y | +19.6% | -29.6% | +49.2% | +30.0% |
| 3Y | +99.8% | +26.6% | +73.2% | +80.5% |
| 5Y | +85.0% | +38.2% | +46.8% | +58.4% |
| 10Y | +422.1% | +194.7% | +227.4% | +239.3% |
| All | +422.1% | +189.2% | +232.9% | +239.3% |
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