+62.4%
SAP vs RMD
+51.0%
+11.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.9% | -5.0% | +2.1% | -1.8% |
| 30D | +9.0% | +2.2% | +6.8% | +8.4% |
| 3M | +14.9% | +17.8% | -2.9% | +11.2% |
| 6M | +11.9% | -11.3% | +23.2% | +13.5% |
| YTD | -9.9% | -4.4% | -5.5% | -9.8% |
| 1Y | -19.5% | -15.7% | -3.8% | -17.8% |
| All | +62.4% | +51.0% | +11.4% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling