+334.8%
SAN vs RRC
+7.9%
+326.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +3.3% | -1.2% | +4.5% | +3.5% |
| 30D | +1.1% | +9.4% | -8.3% | -0.3% |
| 3M | +22.2% | +7.4% | +14.8% | +20.6% |
| 6M | +36.0% | +1.5% | +34.5% | +34.8% |
| YTD | +28.2% | +19.4% | +8.9% | +23.5% |
| 1Y | +54.1% | +24.2% | +29.9% | +46.9% |
| 3Y | +354.2% | +32.8% | +321.5% | +322.5% |
| 5Y | +387.3% | +152.9% | +234.4% | +294.5% |
| 10Y | +334.8% | +3.9% | +331.0% | +260.3% |
| All | +334.8% | +7.9% | +326.9% | +260.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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