+2,432.7%
SAP vs RMD
+27,168.2%
-24,735.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.5% | -3.7% |
| 7D | -0.7% | +2.3% | -3.0% | -1.2% |
| 30D | +11.1% | +4.1% | +7.0% | +9.9% |
| 3M | +17.0% | +5.7% | +11.3% | +15.2% |
| 6M | +34.8% | +12.9% | +21.9% | +30.6% |
| YTD | -2.2% | -1.5% | -0.7% | -2.4% |
| 1Y | -6.4% | -4.8% | -1.7% | -5.9% |
| 3Y | +75.1% | +57.5% | +17.7% | +53.1% |
| 5Y | +69.8% | -5.5% | +75.3% | +65.2% |
| 10Y | +219.8% | +357.8% | -137.9% | +113.8% |
| All | +2,432.7% | +27,168.2% | -24,735.5% | +869.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling