+1,759.8%
SAN vs RVTY
+3,007.5%
-1,247.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.6% | +2.5% | +5.0% |
| 7D | +8.7% | +6.0% | +2.7% | +6.4% |
| 30D | -6.5% | +4.3% | -10.8% | -8.1% |
| 3M | -14.2% | +40.2% | -54.4% | -23.8% |
| 6M | +2.7% | +59.3% | -56.6% | -13.2% |
| YTD | +8.9% | +66.5% | -57.7% | -9.7% |
| 1Y | +23.4% | +77.5% | -54.1% | 0.0% |
| 3Y | +257.9% | +92.5% | +165.5% | +174.0% |
| 5Y | +297.8% | -6.8% | +304.6% | +277.4% |
| 10Y | +259.6% | +225.4% | +34.2% | +118.7% |
| All | +1,759.8% | +3,007.5% | -1,247.7% | +572.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling