+54.1%
SAN vs RRC
+20.2%
+33.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +3.3% | -1.2% | +4.5% | +3.0% |
| 30D | +1.1% | +9.4% | -8.3% | +3.4% |
| 3M | +22.2% | +7.4% | +14.8% | +24.6% |
| 6M | +36.0% | +1.5% | +34.5% | +36.7% |
| YTD | +28.2% | +19.4% | +8.9% | +31.1% |
| 1Y | +54.1% | +24.2% | +29.9% | +58.4% |
| All | +54.1% | +20.2% | +33.9% | +58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling