+273.8%
RTX vs SAN
+267.2%
+6.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.1% | -2.6% | +1.5% |
| 7D | -3.2% | +8.7% | -11.9% | -6.0% |
| 30D | +5.6% | -6.5% | +12.0% | +7.6% |
| 3M | -11.7% | -14.2% | +2.5% | -7.6% |
| 6M | +12.3% | +2.7% | +9.6% | +9.8% |
| YTD | +8.2% | +8.9% | -0.7% | +2.5% |
| 1Y | +12.6% | +23.4% | -10.8% | +1.8% |
| 3Y | +152.8% | +257.9% | -105.1% | +47.2% |
| 5Y | +140.2% | +297.8% | -157.5% | +26.4% |
| 10Y | +273.8% | +259.6% | +14.2% | +93.1% |
| All | +273.8% | +267.2% | +6.5% | +93.1% |
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 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