+183.1%
STT vs RBA
+63.1%
+119.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.4% |
| 7D | +4.8% | +1.7% | +3.0% | +4.3% |
| 30D | +3.9% | +8.3% | -4.4% | +1.6% |
| 3M | -8.2% | +10.5% | -18.7% | -10.8% |
| 6M | +15.6% | -5.9% | +21.5% | +15.6% |
| YTD | +37.6% | -6.9% | +44.5% | +37.4% |
| 1Y | +50.1% | -4.9% | +55.0% | +48.6% |
| 3Y | +183.1% | +64.5% | +118.6% | +151.8% |
| All | +183.1% | +63.1% | +119.9% | +151.8% |
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 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