+276.7%
SAN vs RBA
+209.3%
+67.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +3.4% | +0.6% | +2.8% | +3.3% |
| 30D | -6.3% | +9.0% | -15.2% | -8.5% |
| 3M | -14.1% | +7.2% | -21.3% | -15.9% |
| 6M | +4.2% | -7.8% | +11.9% | +5.5% |
| YTD | +9.0% | -6.4% | +15.4% | +9.7% |
| 1Y | +18.8% | -4.2% | +22.9% | +18.7% |
| 3Y | +252.0% | +64.1% | +188.0% | +201.2% |
| 5Y | +299.5% | +48.4% | +251.1% | +243.6% |
| 10Y | +276.7% | +209.9% | +66.7% | +138.9% |
| All | +276.7% | +209.3% | +67.3% | +138.9% |
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