+262.0%
STT vs RBA
+182.6%
+79.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | +2.2% | -1.1% | +3.2% | +2.6% |
| 30D | +3.9% | -13.2% | +17.1% | +8.9% |
| 3M | +19.2% | -21.4% | +40.5% | +27.9% |
| 6M | +60.4% | -20.9% | +81.2% | +71.4% |
| YTD | +51.5% | -19.9% | +71.3% | +60.5% |
| 1Y | +76.3% | -28.7% | +105.0% | +94.7% |
| 3Y | +200.7% | +27.4% | +173.3% | +164.5% |
| 5Y | +157.5% | +41.7% | +115.7% | +110.0% |
| 10Y | +262.0% | +189.6% | +72.4% | +102.2% |
| All | +262.0% | +182.6% | +79.4% | +102.2% |
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