+41,132.7%
RMD vs SAN
+2,104.8%
+39,027.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -5.0% | +1.8% | -6.8% | -5.4% |
| 30D | +2.2% | +2.0% | +0.2% | +1.7% |
| 3M | +17.8% | +19.7% | -1.9% | +12.5% |
| 6M | -11.3% | +30.6% | -42.0% | -17.5% |
| YTD | -4.4% | +28.8% | -33.3% | -11.0% |
| 1Y | -15.7% | +57.8% | -73.5% | -25.5% |
| 3Y | +47.7% | +338.1% | -290.4% | -0.9% |
| 5Y | -19.2% | +384.2% | -403.4% | -48.8% |
| 10Y | +280.4% | +353.1% | -72.8% | +128.3% |
| All | +41,132.7% | +2,104.8% | +39,027.9% | +16,815.0% |
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 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