+56.3%
RSG vs SAN
+343.8%
-287.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | +3.7% | -0.1% | +3.7% | +3.7% |
| 3M | +6.2% | +19.6% | -13.5% | +5.7% |
| 6M | -2.8% | +32.7% | -35.5% | -3.8% |
| YTD | +5.9% | +26.7% | -20.8% | +4.9% |
| 1Y | -1.8% | +51.6% | -53.4% | -4.4% |
| All | +56.3% | +343.8% | -287.5% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling