+65.3%
RSG vs SAN
+247.1%
-181.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +2.5% | +4.0% | -1.5% | +2.5% |
| 30D | +12.7% | -7.8% | +20.5% | +12.7% |
| 3M | +17.9% | -16.4% | +34.3% | +18.0% |
| 6M | +25.0% | +3.5% | +21.5% | +24.6% |
| YTD | +20.8% | +6.7% | +14.1% | +20.0% |
| 1Y | +24.3% | +14.5% | +9.8% | +22.6% |
| 3Y | +65.3% | +243.5% | -178.3% | +51.7% |
| All | +65.3% | +247.1% | -181.9% | +51.7% |
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