+1,127.7%
RSP vs SAN
+569.8%
+557.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.8% | +1.8% | -2.5% | -1.4% |
| 30D | -0.3% | +2.0% | -2.3% | -1.1% |
| 3M | +4.3% | +19.7% | -15.4% | -2.8% |
| 6M | +8.8% | +30.6% | -21.8% | -2.4% |
| YTD | +15.3% | +28.8% | -13.6% | +3.2% |
| 1Y | +18.3% | +57.8% | -39.5% | -2.1% |
| 3Y | +52.8% | +338.1% | -285.3% | -16.5% |
| 5Y | +51.7% | +384.2% | -332.5% | -23.4% |
| 10Y | +208.5% | +353.1% | -144.7% | +46.1% |
| All | +1,127.7% | +569.8% | +557.9% | +276.1% |
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