+15.7%
STM vs RBA
+36.9%
-21.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.7% |
| 7D | +5.8% | -2.9% | +8.7% | +7.0% |
| 30D | -1.0% | -12.3% | +11.3% | +4.0% |
| 3M | -33.3% | -20.5% | -12.7% | -27.8% |
| 6M | +57.4% | -18.5% | +75.9% | +68.4% |
| YTD | +102.2% | -18.2% | +120.4% | +114.8% |
| 1Y | +99.6% | -27.5% | +127.1% | +122.6% |
| All | +15.7% | +36.9% | -21.2% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling