+80.7%
SAP vs RMD
-7.7%
+88.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +0.6% | +2.1% | -1.5% | 0.0% |
| 30D | +6.5% | +2.1% | +4.5% | +5.7% |
| 3M | +12.2% | +6.2% | +6.0% | +10.1% |
| 6M | +46.1% | +19.4% | +26.7% | +38.3% |
| YTD | -1.6% | +0.5% | -2.2% | -2.7% |
| 1Y | -5.1% | -3.9% | -1.2% | -5.1% |
| 3Y | +68.4% | +72.5% | -4.2% | +36.3% |
| All | +80.7% | -7.7% | +88.4% | +79.2% |
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