+2,233.8%
SAP vs RMD
+26,362.8%
-24,129.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.9% | -5.0% | +2.1% | -1.7% |
| 30D | +9.0% | +2.2% | +6.8% | +8.3% |
| 3M | +14.9% | +17.8% | -2.9% | +10.6% |
| 6M | +11.9% | -11.3% | +23.2% | +14.8% |
| YTD | -9.9% | -4.4% | -5.5% | -9.3% |
| 1Y | -19.5% | -15.7% | -3.8% | -16.6% |
| 3Y | +61.8% | +47.7% | +14.1% | +43.4% |
| 5Y | +56.2% | -19.2% | +75.4% | +57.7% |
| 10Y | +180.6% | +280.4% | -99.8% | +95.4% |
| All | +2,233.8% | +26,362.8% | -24,129.0% | +801.0% |
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