+335.4%
SAN vs RNG
+223.4%
+112.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | -2.8% | -9.6% | +6.8% | -1.6% |
| 30D | -0.5% | +8.8% | -9.4% | -1.6% |
| 3M | +22.7% | +78.6% | -55.9% | +13.7% |
| 6M | +28.8% | +70.3% | -41.5% | +19.0% |
| YTD | +26.3% | +140.3% | -114.1% | +10.5% |
| 1Y | +48.8% | +126.6% | -77.8% | +30.8% |
| 3Y | +347.2% | +120.2% | +227.0% | +284.0% |
| 5Y | +383.8% | -68.3% | +452.1% | +383.0% |
| All | +335.4% | +223.4% | +112.0% | +185.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling