+56.4%
SAP vs RMD
-19.3%
+75.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.9% | -5.0% | +2.1% | -1.5% |
| 30D | +9.0% | +2.2% | +6.8% | +8.2% |
| 3M | +14.9% | +17.8% | -2.9% | +9.7% |
| 6M | +11.9% | -11.3% | +23.2% | +15.0% |
| YTD | -9.9% | -4.4% | -5.5% | -9.4% |
| 1Y | -19.5% | -15.7% | -3.8% | -16.3% |
| 3Y | +61.8% | +47.7% | +14.1% | +38.1% |
| All | +56.4% | -19.3% | +75.7% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling