+755.0%
SW vs RBA
+369.6%
+385.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -5.1% | -2.9% | -2.2% | -4.8% |
| 30D | -4.6% | -12.3% | +7.7% | -3.2% |
| 3M | +9.4% | -20.5% | +29.9% | +12.2% |
| 6M | +3.5% | -18.5% | +22.1% | +5.9% |
| YTD | +22.0% | -18.2% | +40.3% | +24.6% |
| 1Y | +2.2% | -27.5% | +29.7% | +5.6% |
| 3Y | +19.6% | +38.1% | -18.5% | +16.4% |
| 5Y | -2.3% | +44.8% | -47.1% | -6.0% |
| 10Y | +181.4% | +187.1% | -5.8% | +157.2% |
| All | +755.0% | +369.6% | +385.4% | +690.3% |
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