+259.6%
SAN vs RBA
+236.6%
+23.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.7% | +5.5% |
| 7D | +8.7% | +2.5% | +6.2% | +8.1% |
| 30D | -6.5% | +11.6% | -18.1% | -9.3% |
| 3M | -14.2% | +1.5% | -15.7% | -14.8% |
| 6M | +2.7% | -6.6% | +9.4% | +3.7% |
| YTD | +8.9% | -6.3% | +15.1% | +9.4% |
| 1Y | +23.4% | -4.0% | +27.3% | +23.2% |
| 3Y | +257.9% | +47.3% | +210.7% | +214.7% |
| 5Y | +297.8% | +47.7% | +250.1% | +242.7% |
| 10Y | +259.6% | +224.7% | +34.9% | +122.5% |
| All | +259.6% | +236.6% | +23.0% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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