+496.2%
RVMD vs SAN
+249.8%
+246.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | -10.4% | +4.0% | -14.4% | -11.6% |
| 30D | -11.0% | -7.8% | -3.2% | -8.7% |
| 3M | -14.7% | -16.4% | +1.7% | -9.9% |
| 6M | +14.9% | +3.5% | +11.4% | +12.7% |
| YTD | +116.3% | +6.7% | +109.6% | +107.9% |
| 1Y | +167.6% | +14.5% | +153.1% | +150.6% |
| 3Y | +776.8% | +243.5% | +533.3% | +446.3% |
| 5Y | +424.8% | +296.2% | +128.6% | +197.8% |
| All | +496.2% | +249.8% | +246.4% | +246.8% |
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