+444.1%
STM vs RBA
+225.5%
+218.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -7.9% | +3.2% | -11.1% | -9.1% |
| 30D | -14.1% | +12.0% | -26.1% | -18.4% |
| 3M | -17.6% | +2.9% | -20.5% | -19.3% |
| 6M | -24.2% | -6.3% | -18.0% | -23.5% |
| YTD | +73.3% | -5.9% | +79.2% | +74.2% |
| 1Y | +90.1% | -3.9% | +94.0% | +89.2% |
| 3Y | +10.3% | +64.9% | -54.5% | -14.2% |
| 5Y | -5.7% | +48.5% | -54.2% | -25.9% |
| 10Y | +444.1% | +211.8% | +232.3% | +193.8% |
| All | +444.1% | +225.5% | +218.6% | +193.8% |
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