-41.4%
RAM vs SAN
-15.8%
-25.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +6.4% | -16.8% | -9.4% |
| 7D | -31.3% | +4.5% | -35.8% | -30.0% |
| 30D | -49.4% | -12.1% | -37.3% | -44.7% |
| 3M | -41.4% | -15.6% | -25.8% | -34.2% |
| All | -41.4% | -15.8% | -25.5% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3mo: compounded portfolio wealth divided by compounded SAN 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…
3mo analysis · Full analysis span regression · Available span rolling