+926.3%
STT vs RBA
+3,565.6%
-2,639.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | +0.5% | -2.9% | +3.4% | +1.6% |
| 30D | +3.9% | -12.3% | +16.2% | +8.6% |
| 3M | +20.0% | -20.5% | +40.5% | +28.7% |
| 6M | +55.3% | -18.5% | +73.9% | +64.7% |
| YTD | +53.3% | -18.2% | +71.6% | +61.8% |
| 1Y | +74.7% | -27.5% | +102.2% | +92.4% |
| 3Y | +205.8% | +38.1% | +167.8% | +161.1% |
| 5Y | +145.0% | +44.8% | +100.2% | +98.9% |
| 10Y | +266.0% | +187.1% | +78.9% | +118.3% |
| All | +926.3% | +3,565.6% | -2,639.3% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling