+1,028.7%
RMBS vs SAN
+700.3%
+328.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +6.0% |
| 7D | +3.0% | +3.4% | -0.4% | +1.4% |
| 30D | -15.5% | -6.3% | -9.2% | -13.4% |
| 3M | -11.5% | -14.1% | +2.6% | -5.7% |
| 6M | -36.5% | +4.2% | -40.7% | -38.0% |
| YTD | -7.1% | +9.0% | -16.1% | -10.6% |
| 1Y | -18.7% | +18.8% | -37.4% | -24.7% |
| 3Y | +36.2% | +252.0% | -215.9% | -23.4% |
| 5Y | +252.0% | +299.5% | -47.5% | +80.0% |
| 10Y | +561.2% | +276.7% | +284.5% | +214.0% |
| All | +1,028.7% | +700.3% | +328.4% | +175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling