+267.7%
SAN vs RNG
+234.5%
+33.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.7% |
| 7D | +4.0% | +4.6% | -0.6% | +3.5% |
| 30D | -7.8% | +0.4% | -8.2% | -8.0% |
| 3M | -16.4% | +11.4% | -27.8% | -17.7% |
| 6M | +3.5% | +95.7% | -92.1% | -5.7% |
| YTD | +6.7% | +162.9% | -156.2% | -7.9% |
| 1Y | +14.5% | +180.3% | -165.8% | -2.1% |
| 3Y | +243.5% | +188.3% | +55.2% | +185.2% |
| 5Y | +296.2% | -72.5% | +368.7% | +299.8% |
| All | +267.7% | +234.5% | +33.2% | +137.2% |
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