+90.1%
STM vs RBA
-3.8%
+93.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -7.9% | +3.2% | -11.1% | -8.7% |
| 30D | -14.1% | +12.0% | -26.1% | -16.7% |
| 3M | -17.6% | +2.9% | -20.5% | -17.4% |
| 6M | -24.2% | -6.3% | -18.0% | -22.8% |
| YTD | +73.3% | -5.9% | +79.2% | +69.0% |
| 1Y | +90.1% | -3.9% | +94.0% | +82.8% |
| All | +90.1% | -3.8% | +93.9% | +82.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling