+381.6%
SAN vs RBA
+45.3%
+336.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +1.8% | -2.9% | +4.7% | +2.6% |
| 30D | +2.0% | -12.3% | +14.3% | +5.3% |
| 3M | +19.7% | -20.5% | +40.3% | +26.1% |
| 6M | +30.6% | -18.5% | +49.2% | +36.4% |
| YTD | +28.8% | -18.2% | +47.1% | +34.2% |
| 1Y | +57.8% | -27.5% | +85.3% | +69.4% |
| 3Y | +338.1% | +38.1% | +300.1% | +297.7% |
| All | +381.6% | +45.3% | +336.3% | +318.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling