+4,214.5%
RRX vs SAN
+1,735.1%
+2,479.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -2.9% | -2.5% |
| 7D | +4.3% | +4.0% | +0.3% | +2.9% |
| 30D | +12.3% | -7.8% | +20.1% | +15.2% |
| 3M | +3.7% | -16.4% | +20.0% | +9.9% |
| 6M | -13.9% | +3.5% | -17.4% | -15.3% |
| YTD | +26.5% | +6.7% | +19.8% | +22.9% |
| 1Y | +29.3% | +14.5% | +14.8% | +22.7% |
| 3Y | +65.6% | +243.5% | -178.0% | +6.1% |
| 5Y | +10.6% | +296.2% | -285.6% | -34.1% |
| 10Y | +202.9% | +268.5% | -65.6% | +76.5% |
| All | +4,214.5% | +1,735.1% | +2,479.4% | +1,852.9% |
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