+334.8%
SAN vs RVTY
+140.1%
+194.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.4% |
| 7D | +3.3% | +0.4% | +3.0% | +3.2% |
| 30D | +1.1% | +10.8% | -9.7% | -2.6% |
| 3M | +22.2% | +26.8% | -4.6% | +11.6% |
| 6M | +36.0% | +39.3% | -3.3% | +19.6% |
| YTD | +28.2% | +31.6% | -3.4% | +14.7% |
| 1Y | +54.1% | +47.7% | +6.4% | +31.5% |
| 3Y | +354.2% | +19.9% | +334.3% | +301.4% |
| 5Y | +387.3% | -32.3% | +419.6% | +429.3% |
| 10Y | +334.8% | +138.4% | +196.4% | +122.4% |
| All | +334.8% | +140.1% | +194.8% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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