+11.5%
RRX vs SAN
+58.9%
-47.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.7% |
| 7D | +3.4% | +1.8% | +1.7% | +2.3% |
| 30D | -11.1% | +2.0% | -13.1% | -12.3% |
| 3M | -23.7% | +19.7% | -43.5% | -32.2% |
| 6M | -22.0% | +30.6% | -52.6% | -34.4% |
| YTD | +16.5% | +28.8% | -12.4% | -4.5% |
| 1Y | +11.5% | +57.8% | -46.3% | -16.7% |
| All | +11.5% | +58.9% | -47.4% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling