+275.2%
RTX vs SAN
+338.5%
-63.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -3.1% | +3.3% | -6.4% | -4.2% |
| 30D | -10.6% | +1.1% | -11.7% | -11.0% |
| 3M | +11.6% | +22.2% | -10.6% | +3.6% |
| 6M | -4.5% | +36.0% | -40.5% | -15.0% |
| YTD | +9.6% | +28.2% | -18.7% | -1.2% |
| 1Y | +30.8% | +54.1% | -23.3% | +10.0% |
| 3Y | +152.8% | +354.2% | -201.4% | +35.5% |
| 5Y | +167.1% | +387.3% | -220.2% | +30.9% |
| 10Y | +275.2% | +334.8% | -59.6% | +75.8% |
| All | +275.2% | +338.5% | -63.4% | +75.8% |
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