+13.7%
RMBS vs SAN
+49.8%
-36.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +2.0% |
| 7D | +3.5% | -0.5% | +3.9% | +3.8% |
| 30D | -8.6% | -0.1% | -8.5% | -8.7% |
| 3M | -40.3% | +19.6% | -60.0% | -50.3% |
| 6M | -1.0% | +32.7% | -33.7% | -25.3% |
| YTD | -4.6% | +26.7% | -31.3% | -25.0% |
| All | +13.7% | +49.8% | -36.1% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling