+422.5%
STM vs RBA
+236.6%
+186.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +5.8% |
| 7D | -5.6% | +2.5% | -8.1% | -6.6% |
| 30D | -14.4% | +11.6% | -26.0% | -18.5% |
| 3M | -20.5% | +1.5% | -22.0% | -21.6% |
| 6M | -24.5% | -6.6% | -17.9% | -23.6% |
| YTD | +72.7% | -6.3% | +78.9% | +73.9% |
| 1Y | +91.0% | -4.0% | +95.0% | +90.2% |
| 3Y | +13.5% | +47.3% | -33.8% | -7.6% |
| 5Y | -9.2% | +47.7% | -56.9% | -28.3% |
| 10Y | +422.5% | +224.7% | +197.8% | +184.1% |
| All | +422.5% | +236.6% | +186.0% | +184.1% |
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