+267.0%
RTX vs SAN
+267.7%
-0.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.5% |
| 7D | +3.4% | +1.0% | +2.4% | +3.0% |
| 30D | +8.4% | -9.4% | +17.8% | +11.6% |
| 3M | -10.7% | -17.1% | +6.5% | -5.4% |
| 6M | +11.7% | +2.2% | +9.5% | +9.4% |
| YTD | +9.3% | +6.0% | +3.3% | +4.5% |
| 1Y | +13.3% | +12.7% | +0.6% | +5.8% |
| 3Y | +156.1% | +242.1% | -86.0% | +51.4% |
| 5Y | +148.5% | +293.6% | -145.1% | +30.7% |
| All | +267.0% | +267.7% | -0.7% | +92.6% |
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