+57.8%
SAN vs RNG
+144.7%
-87.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.6% |
| 7D | +1.8% | +5.8% | -4.0% | +1.5% |
| 30D | +2.0% | +19.6% | -17.6% | +1.2% |
| 3M | +19.7% | +67.0% | -47.3% | +16.8% |
| 6M | +30.6% | +88.4% | -57.7% | +26.1% |
| YTD | +28.8% | +155.5% | -126.6% | +19.5% |
| 1Y | +57.8% | +141.7% | -83.9% | +44.5% |
| All | +57.8% | +144.7% | -87.0% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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