+9,685.3%
RTX vs SAN
+1,664.5%
+8,020.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.5% |
| 7D | -5.1% | +4.9% | -10.1% | -6.7% |
| 30D | +5.1% | -13.0% | +18.1% | +9.4% |
| 3M | -14.8% | -18.9% | +4.0% | -9.6% |
| 6M | +8.0% | -4.1% | +12.2% | +8.3% |
| YTD | +4.5% | +2.6% | +1.9% | +1.5% |
| 1Y | +9.8% | +16.9% | -7.1% | +2.2% |
| 3Y | +144.2% | +239.1% | -94.9% | +56.6% |
| 5Y | +131.4% | +266.8% | -135.4% | +38.5% |
| 10Y | +273.3% | +246.0% | +27.2% | +116.8% |
| All | +9,685.3% | +1,664.5% | +8,020.8% | +3,117.1% |
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