+275.4%
RMD vs SAN
+329.5%
-54.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -4.7% | -0.5% | -4.3% | -4.6% |
| 30D | +0.2% | -0.1% | +0.3% | +0.2% |
| 3M | +12.0% | +19.6% | -7.6% | +7.7% |
| 6M | -12.5% | +32.7% | -45.2% | -17.9% |
| YTD | -7.9% | +26.7% | -34.6% | -13.1% |
| 1Y | -20.4% | +51.6% | -72.0% | -27.7% |
| 3Y | +53.1% | +348.7% | -295.6% | +8.2% |
| 5Y | -22.1% | +378.7% | -400.9% | -47.2% |
| 10Y | +275.4% | +336.9% | -61.5% | +141.0% |
| All | +275.4% | +329.5% | -54.1% | +141.0% |
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