+2,439.8%
SAP vs RMD
+27,542.5%
-25,102.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.3% |
| 7D | -2.5% | -0.8% | -1.7% | -2.3% |
| 30D | +7.5% | +1.7% | +5.8% | +6.9% |
| 3M | +11.6% | +6.4% | +5.3% | +9.9% |
| 6M | +37.6% | +20.7% | +16.9% | +31.2% |
| YTD | -2.0% | -0.2% | -1.8% | -2.5% |
| 1Y | -6.4% | -4.5% | -1.9% | -5.9% |
| 3Y | +67.7% | +70.5% | -2.8% | +43.9% |
| 5Y | +75.7% | -1.6% | +77.3% | +69.3% |
| 10Y | +229.3% | +342.7% | -113.3% | +121.7% |
| All | +2,439.8% | +27,542.5% | -25,102.7% | +869.2% |
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 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