+534.0%
RMBS vs SAN
+270.1%
+263.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.5% |
| 7D | +10.3% | +4.0% | +6.3% | +8.4% |
| 30D | -10.7% | -7.8% | -2.9% | -7.8% |
| 3M | -17.2% | -16.4% | -0.9% | -10.6% |
| 6M | -39.0% | +3.5% | -42.6% | -40.3% |
| YTD | -10.5% | +6.7% | -17.2% | -13.1% |
| 1Y | -11.0% | +14.5% | -25.5% | -16.1% |
| 3Y | +31.3% | +243.5% | -212.2% | -21.9% |
| 5Y | +242.8% | +296.2% | -53.4% | +86.3% |
| All | +534.0% | +270.1% | +263.9% | +222.9% |
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