+171.3%
SAP vs RNG
+223.4%
-52.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.4% |
| 7D | -5.1% | -9.6% | +4.5% | -3.2% |
| 30D | -1.8% | +8.8% | -10.6% | -3.5% |
| 3M | +20.9% | +78.6% | -57.7% | +7.9% |
| 6M | +7.0% | +70.3% | -63.3% | -4.0% |
| YTD | -13.7% | +140.3% | -154.1% | -27.9% |
| 1Y | -19.6% | +126.6% | -146.2% | -32.4% |
| 3Y | +52.4% | +120.2% | -67.8% | +24.4% |
| 5Y | +54.4% | -68.3% | +122.7% | +61.1% |
| All | +171.3% | +223.4% | -52.1% | +94.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling