+267.7%
SAN vs RBA
+207.2%
+60.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.4% |
| 7D | +4.0% | +1.7% | +2.3% | +3.6% |
| 30D | -7.8% | +8.3% | -16.2% | -9.8% |
| 3M | -16.4% | +10.5% | -26.9% | -18.8% |
| 6M | +3.5% | -5.9% | +9.4% | +4.3% |
| YTD | +6.7% | -6.9% | +13.5% | +7.5% |
| 1Y | +14.5% | -4.9% | +19.3% | +14.6% |
| 3Y | +243.5% | +64.5% | +179.1% | +193.8% |
| 5Y | +296.2% | +46.1% | +250.1% | +242.4% |
| All | +267.7% | +207.2% | +60.5% | +133.9% |
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