+167.6%
RVMD vs SAN
+12.6%
+155.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | -10.4% | +4.0% | -14.4% | -11.1% |
| 30D | -11.0% | -7.8% | -3.2% | -9.4% |
| 3M | -14.7% | -16.4% | +1.7% | -11.4% |
| 6M | +14.9% | +3.5% | +11.4% | +14.0% |
| YTD | +116.3% | +6.7% | +109.6% | +123.0% |
| 1Y | +167.6% | +14.5% | +153.1% | +180.3% |
| All | +167.6% | +12.6% | +155.0% | +180.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling