+2,101.2%
SAN vs RVTY
+2,416.7%
-315.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | +19.7% | +27.2% | -7.5% | +10.0% |
| 6M | +30.6% | +32.4% | -1.8% | +17.9% |
| YTD | +28.8% | +34.9% | -6.0% | +15.3% |
| 1Y | +57.8% | +52.4% | +5.4% | +34.9% |
| 3Y | +338.1% | +12.3% | +325.8% | +300.2% |
| 5Y | +384.2% | -30.8% | +415.0% | +409.7% |
| 10Y | +353.1% | +150.7% | +202.5% | +202.4% |
| All | +2,101.2% | +2,416.7% | -315.5% | +759.2% |
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 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