+342.6%
SAN vs RNG
+122.1%
+220.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.5% | -4.1% | +3.6% | -0.1% |
| 30D | -0.1% | +8.6% | -8.7% | -1.0% |
| 3M | +19.6% | +78.0% | -58.3% | +11.6% |
| 6M | +32.7% | +67.0% | -34.4% | +23.8% |
| YTD | +26.7% | +142.4% | -115.7% | +10.7% |
| 1Y | +51.6% | +120.4% | -68.8% | +33.9% |
| All | +342.6% | +122.1% | +220.5% | +276.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling