+217.3%
RRX vs SAN
+357.1%
-139.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +2.6% |
| 7D | -0.3% | +0.2% | -0.6% | -0.4% |
| 30D | -6.1% | +0.9% | -7.1% | -6.6% |
| 3M | -23.1% | +19.1% | -42.2% | -29.4% |
| 6M | -19.5% | +33.2% | -52.7% | -29.7% |
| YTD | +16.1% | +29.1% | -13.0% | +2.1% |
| 1Y | +12.9% | +50.2% | -37.3% | -7.6% |
| 3Y | +7.9% | +351.0% | -343.1% | -48.7% |
| 5Y | +19.1% | +394.7% | -375.6% | -48.2% |
| All | +217.3% | +357.1% | -139.7% | +34.3% |
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