+51.6%
SAN vs RVTY
+43.7%
+8.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.5% |
| 7D | -0.5% | -5.4% | +4.9% | +1.1% |
| 30D | -0.1% | +6.7% | -6.8% | -2.0% |
| 3M | +19.6% | +19.0% | +0.6% | +13.3% |
| 6M | +32.7% | +34.6% | -2.0% | +19.4% |
| YTD | +26.7% | +28.3% | -1.6% | +16.2% |
| 1Y | +51.6% | +46.0% | +5.6% | +35.2% |
| All | +51.6% | +43.7% | +8.0% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling