+243.5%
SAN vs RVTY
+85.4%
+158.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +1.1% |
| 7D | +4.0% | -0.5% | +4.5% | +4.2% |
| 30D | -7.8% | +1.5% | -9.4% | -8.5% |
| 3M | -16.4% | +31.5% | -47.8% | -22.7% |
| 6M | +3.5% | +62.7% | -59.1% | -10.4% |
| YTD | +6.7% | +60.0% | -53.3% | -7.7% |
| 1Y | +14.5% | +65.7% | -51.2% | -1.9% |
| 3Y | +243.5% | +85.2% | +158.3% | +188.6% |
| All | +243.5% | +85.4% | +158.1% | +188.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling