+451.1%
SAN vs RBA
+3,565.6%
-3,114.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +1.8% | -2.9% | +4.7% | +2.8% |
| 30D | +2.0% | -12.3% | +14.3% | +6.5% |
| 3M | +19.7% | -20.5% | +40.3% | +28.4% |
| 6M | +30.6% | -18.5% | +49.2% | +38.6% |
| YTD | +28.8% | -18.2% | +47.1% | +36.1% |
| 1Y | +57.8% | -27.5% | +85.3% | +73.5% |
| 3Y | +338.1% | +38.1% | +300.1% | +276.7% |
| 5Y | +384.2% | +44.8% | +339.4% | +295.7% |
| 10Y | +353.1% | +187.1% | +166.0% | +166.1% |
| All | +451.1% | +3,565.6% | -3,114.4% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling