+378.7%
SAN vs RNG
-70.2%
+448.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.5% | -4.1% | +3.6% | 0.0% |
| 30D | -0.1% | +8.6% | -8.7% | -1.3% |
| 3M | +19.6% | +78.0% | -58.3% | +9.8% |
| 6M | +32.7% | +67.0% | -34.4% | +21.7% |
| YTD | +26.7% | +142.4% | -115.7% | +8.5% |
| 1Y | +51.6% | +120.4% | -68.8% | +31.2% |
| 3Y | +348.7% | +122.1% | +226.6% | +274.7% |
| 5Y | +378.7% | -69.8% | +448.6% | +375.0% |
| All | +378.7% | -70.2% | +448.9% | +375.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling