+87.5%
SYY vs RBA
+209.3%
-121.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | -2.2% | +9.0% | -11.2% | -4.7% |
| 3M | -8.0% | +7.2% | -15.2% | -10.2% |
| 6M | +7.5% | -7.8% | +15.2% | +8.7% |
| YTD | +7.4% | -6.4% | +13.8% | +7.2% |
| 1Y | +4.9% | -4.2% | +9.1% | +3.7% |
| 3Y | +24.1% | +64.1% | -40.0% | +0.8% |
| 5Y | +13.4% | +48.4% | -35.0% | -8.0% |
| 10Y | +87.5% | +209.9% | -122.4% | +0.1% |
| All | +87.5% | +209.3% | -121.8% | +0.1% |
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