+1,652.4%
SAN vs RRC
+1,414.2%
+238.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.9% |
| 7D | +4.9% | -10.8% | +15.7% | +6.4% |
| 30D | -13.0% | +22.3% | -35.3% | -15.6% |
| 3M | -18.9% | +26.6% | -45.5% | -21.8% |
| 6M | -4.1% | +18.9% | -23.1% | -7.0% |
| YTD | +2.6% | +39.2% | -36.6% | -3.1% |
| 1Y | +16.9% | +34.0% | -17.0% | +10.9% |
| 3Y | +239.1% | +42.0% | +197.0% | +215.5% |
| 5Y | +266.8% | +111.9% | +155.0% | +214.1% |
| 10Y | +246.0% | +62.8% | +183.2% | +170.6% |
| All | +1,652.4% | +1,414.2% | +238.2% | +1,099.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling