+201.0%
STT vs RBA
+236.6%
-35.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +2.4% |
| 7D | +0.9% | +2.5% | -1.6% | +0.1% |
| 30D | -2.3% | +11.6% | -13.9% | -6.1% |
| 3M | -7.0% | +1.5% | -8.5% | -7.9% |
| 6M | +15.5% | -6.6% | +22.1% | +16.3% |
| YTD | +35.6% | -6.3% | +41.9% | +35.7% |
| 1Y | +47.9% | -4.0% | +51.8% | +46.6% |
| 3Y | +181.1% | +47.3% | +133.8% | +135.0% |
| 5Y | +108.2% | +47.7% | +60.5% | +69.2% |
| 10Y | +201.0% | +224.7% | -23.7% | +61.5% |
| All | +201.0% | +236.6% | -35.6% | +61.5% |
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 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