+168.1%
STT vs RBA
+42.3%
+125.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -2.5% | +4.3% | -6.8% | -3.5% |
| 30D | -5.0% | +16.3% | -21.3% | -8.6% |
| 3M | -10.5% | +1.3% | -11.8% | -11.0% |
| 6M | +10.0% | -11.1% | +21.1% | +12.0% |
| YTD | +30.7% | -8.5% | +39.1% | +31.1% |
| 1Y | +43.8% | -2.1% | +45.9% | +41.0% |
| 3Y | +168.1% | +44.6% | +123.5% | +150.0% |
| All | +168.1% | +42.3% | +125.8% | +150.0% |
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