-84.1%
RIVN vs SAN
+369.2%
-453.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -1.4% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | +0.6% | +0.9% | -0.3% | 0.0% |
| 3M | +3.2% | +19.1% | -16.0% | -6.1% |
| 6M | -3.7% | +33.2% | -36.9% | -17.6% |
| YTD | -18.7% | +29.1% | -47.8% | -30.5% |
| 1Y | +14.7% | +50.2% | -35.5% | -10.1% |
| 3Y | -31.5% | +351.0% | -382.6% | -72.7% |
| All | -84.1% | +369.2% | -453.3% | -93.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling