+175.5%
SAP vs RNG
+226.3%
-50.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -0.3% | -4.1% | +3.8% | +0.5% |
| 30D | +0.3% | +8.6% | -8.4% | -1.4% |
| 3M | +16.9% | +78.0% | -61.1% | +4.3% |
| 6M | +6.3% | +67.0% | -60.7% | -4.3% |
| YTD | -12.4% | +142.4% | -154.8% | -26.9% |
| 1Y | -21.6% | +120.4% | -142.1% | -33.8% |
| 3Y | +54.8% | +122.1% | -67.4% | +26.1% |
| 5Y | +56.2% | -69.8% | +126.0% | +64.2% |
| All | +175.5% | +226.3% | -50.7% | +96.7% |
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