+239.1%
SAN vs RBA
+42.3%
+196.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | +4.9% | +4.3% | +0.6% | +3.9% |
| 30D | -13.0% | +16.3% | -29.3% | -16.2% |
| 3M | -18.9% | +1.3% | -20.2% | -19.3% |
| 6M | -4.1% | -11.1% | +6.9% | -2.1% |
| YTD | +2.6% | -8.5% | +11.0% | +3.6% |
| 1Y | +16.9% | -2.1% | +19.1% | +16.0% |
| 3Y | +239.1% | +44.6% | +194.5% | +224.4% |
| All | +239.1% | +42.3% | +196.8% | +224.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling