+588.9%
RVMD vs SAN
+385.2%
+203.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.0% | -0.5% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | -0.7% | +0.9% | -1.7% | -1.1% |
| 3M | +36.5% | +19.1% | +17.4% | +28.6% |
| 6M | +104.6% | +33.2% | +71.4% | +85.5% |
| YTD | +155.8% | +29.1% | +126.7% | +132.1% |
| 1Y | +340.7% | +50.2% | +290.4% | +278.6% |
| 3Y | +519.9% | +351.0% | +168.9% | +252.9% |
| All | +588.9% | +385.2% | +203.7% | +247.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling