-3.0%
RSG vs SAN
+51.4%
-54.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +1.1% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | +4.0% | +0.9% | +3.0% | +4.1% |
| 3M | +7.4% | +19.1% | -11.7% | +10.3% |
| 6M | +0.1% | +33.2% | -33.1% | +4.3% |
| YTD | +6.0% | +29.1% | -23.1% | +10.4% |
| 1Y | -3.0% | +50.2% | -53.2% | +3.1% |
| All | -3.0% | +51.4% | -54.4% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling