+163.4%
SAN vs RNG
+338.4%
-175.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.1% | -0.9% |
| 7D | +3.4% | -3.5% | +6.9% | +3.9% |
| 30D | -6.3% | -3.8% | -2.5% | -6.0% |
| 3M | -14.1% | +18.6% | -32.7% | -16.3% |
| 6M | +4.2% | +69.2% | -65.0% | -4.1% |
| YTD | +9.0% | +161.9% | -152.8% | -7.0% |
| 1Y | +18.8% | +176.2% | -157.5% | +0.5% |
| 3Y | +252.0% | +174.5% | +77.5% | +189.8% |
| 5Y | +299.5% | -71.9% | +371.4% | +314.9% |
| 10Y | +276.7% | +235.4% | +41.3% | +134.6% |
| All | +163.4% | +338.4% | -175.0% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling