+10,266.7%
RTX vs SAN
+2,116.5%
+8,150.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -5.2% | +1.8% | -6.9% | -5.7% |
| 30D | -9.4% | +2.0% | -11.4% | -10.0% |
| 3M | +12.3% | +19.7% | -7.4% | +5.6% |
| 6M | -3.1% | +30.6% | -33.8% | -11.7% |
| YTD | +10.7% | +28.8% | -18.2% | +0.7% |
| 1Y | +28.4% | +57.8% | -29.4% | +9.1% |
| 3Y | +147.1% | +338.1% | -191.1% | +46.4% |
| 5Y | +167.2% | +384.2% | -217.0% | +46.8% |
| 10Y | +274.7% | +353.1% | -78.4% | +100.7% |
| All | +10,266.7% | +2,116.5% | +8,150.2% | +3,090.5% |
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