+1,030.0%
RMBS vs SAN
+845.7%
+184.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | -0.3% | +1.8% | -2.1% | -1.2% |
| 30D | -12.2% | +2.0% | -14.1% | -13.0% |
| 3M | -49.5% | +19.7% | -69.3% | -53.5% |
| 6M | -7.1% | +30.6% | -37.8% | -17.7% |
| YTD | -7.0% | +28.8% | -35.8% | -16.7% |
| 1Y | +13.3% | +57.8% | -44.4% | -7.1% |
| 3Y | +49.2% | +338.1% | -288.9% | -23.8% |
| 5Y | +250.0% | +384.2% | -134.3% | +63.9% |
| 10Y | +495.1% | +353.2% | +142.0% | +159.6% |
| All | +1,030.0% | +845.7% | +184.4% | +156.6% |
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