+99.1%
RSG vs SAN
+294.0%
-194.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +2.5% | +4.0% | -1.5% | +2.3% |
| 30D | +12.7% | -7.8% | +20.5% | +13.1% |
| 3M | +17.9% | -16.4% | +34.3% | +19.0% |
| 6M | +25.0% | +3.5% | +21.5% | +24.3% |
| YTD | +20.8% | +6.7% | +14.1% | +19.4% |
| 1Y | +24.3% | +14.5% | +9.8% | +22.0% |
| 3Y | +65.3% | +243.5% | -178.3% | +44.4% |
| All | +99.1% | +294.0% | -194.9% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling