+21.9%
RSG vs SNY
+1.8%
+20.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | +5.6% | +8.8% | -3.2% | +2.9% |
| 30D | +16.1% | +18.6% | -2.4% | +10.4% |
| 3M | +20.5% | +9.7% | +10.8% | +16.9% |
| 6M | +22.7% | +8.2% | +14.5% | +19.3% |
| YTD | +18.7% | +2.2% | +16.5% | +16.6% |
| 1Y | +21.9% | +1.0% | +20.8% | +19.9% |
| All | +21.9% | +1.8% | +20.1% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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