+239.1%
SAN vs RRC
+36.3%
+202.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -2.1% |
| 7D | +4.9% | -10.8% | +15.7% | +5.4% |
| 30D | -13.0% | +22.3% | -35.3% | -14.2% |
| 3M | -18.9% | +26.6% | -45.5% | -20.3% |
| 6M | -4.1% | +18.9% | -23.1% | -5.4% |
| YTD | +2.6% | +39.2% | -36.6% | -2.0% |
| 1Y | +16.9% | +34.0% | -17.0% | +12.2% |
| 3Y | +239.1% | +42.0% | +197.0% | +213.1% |
| All | +239.1% | +36.3% | +202.8% | +213.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling