+176.2%
SAP vs RMD
+265.7%
-89.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.6% |
| 7D | -0.3% | -4.5% | +4.2% | +1.2% |
| 30D | +2.6% | +4.6% | -2.0% | +1.1% |
| 3M | +16.3% | +14.8% | +1.5% | +11.1% |
| 6M | +6.4% | -12.1% | +18.5% | +10.4% |
| YTD | -11.4% | -7.5% | -3.9% | -9.8% |
| 1Y | -20.4% | -20.1% | -0.3% | -15.2% |
| 3Y | +56.5% | +53.9% | +2.6% | +28.6% |
| 5Y | +56.8% | -22.2% | +79.0% | +61.6% |
| 10Y | +176.2% | +268.2% | -92.0% | +80.6% |
| All | +176.2% | +265.7% | -89.5% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling