+1,984.4%
RSG vs SAN
+386.5%
+1,597.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.7% | +3.3% | -4.1% | -1.5% |
| 30D | +3.3% | +1.1% | +2.2% | +3.0% |
| 3M | +8.5% | +22.2% | -13.7% | +2.9% |
| 6M | -3.5% | +36.0% | -39.5% | -11.4% |
| YTD | +5.5% | +28.2% | -22.8% | -2.3% |
| 1Y | -1.7% | +54.1% | -55.9% | -13.2% |
| 3Y | +56.9% | +354.2% | -297.3% | +3.6% |
| 5Y | +89.4% | +387.3% | -297.9% | +18.2% |
| 10Y | +412.5% | +334.8% | +77.7% | +206.6% |
| All | +1,984.4% | +386.5% | +1,597.9% | +792.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling