+98.3%
STM vs RBA
-5.8%
+104.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.3% |
| 7D | +12.0% | +1.7% | +10.3% | +11.5% |
| 30D | -0.4% | +8.3% | -8.7% | -2.5% |
| 3M | -13.2% | +10.5% | -23.7% | -15.5% |
| 6M | -26.1% | -5.9% | -20.2% | -25.1% |
| YTD | +81.2% | -6.9% | +88.0% | +77.2% |
| 1Y | +98.3% | -4.9% | +103.2% | +90.8% |
| All | +98.3% | -5.8% | +104.1% | +90.8% |
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