-22.2%
RMD vs SAN
+381.9%
-404.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | -4.5% | +3.3% | -7.8% | -5.1% |
| 30D | +4.6% | +1.1% | +3.5% | +4.4% |
| 3M | +14.8% | +22.2% | -7.4% | +10.4% |
| 6M | -12.1% | +36.0% | -48.1% | -17.2% |
| YTD | -7.5% | +28.2% | -35.7% | -12.2% |
| 1Y | -20.1% | +54.1% | -74.2% | -26.7% |
| 3Y | +53.9% | +354.2% | -300.4% | +14.1% |
| 5Y | -22.2% | +387.3% | -409.5% | -44.6% |
| All | -22.2% | +381.9% | -404.2% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling