+42,387.6%
RMD vs SAN
+1,655.2%
+40,732.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -1.1% |
| 7D | +2.3% | +4.9% | -2.6% | +1.2% |
| 30D | +4.1% | -13.0% | +17.1% | +7.7% |
| 3M | +5.7% | -18.9% | +24.6% | +11.1% |
| 6M | +12.9% | -4.1% | +17.0% | +13.5% |
| YTD | -1.5% | +2.6% | -4.1% | -3.2% |
| 1Y | -4.8% | +16.9% | -21.7% | -9.4% |
| 3Y | +57.5% | +239.1% | -181.6% | +12.5% |
| 5Y | -5.5% | +266.8% | -272.3% | -35.7% |
| 10Y | +357.8% | +246.0% | +111.7% | +193.9% |
| All | +42,387.6% | +1,655.2% | +40,732.4% | +18,306.9% |
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