+381.6%
SAN vs RVTY
-30.5%
+412.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +1.8% | +1.1% | +0.7% | +1.4% |
| 30D | +2.0% | +13.2% | -11.2% | -1.8% |
| 3M | +19.7% | +27.2% | -7.5% | +10.7% |
| 6M | +30.6% | +32.4% | -1.8% | +18.8% |
| YTD | +28.8% | +34.9% | -6.0% | +16.3% |
| 1Y | +57.8% | +52.4% | +5.4% | +36.6% |
| 3Y | +338.1% | +12.3% | +325.8% | +308.2% |
| All | +381.6% | -30.5% | +412.1% | +390.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling