+229.3%
SAP vs RNG
+248.5%
-19.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.3% | -0.3% |
| 7D | -2.5% | -3.5% | +1.0% | -1.8% |
| 30D | +7.5% | -3.8% | +11.2% | +8.0% |
| 3M | +11.6% | +18.6% | -6.9% | +7.5% |
| 6M | +37.6% | +69.2% | -31.6% | +23.2% |
| YTD | -2.0% | +161.9% | -163.8% | -19.9% |
| 1Y | -6.4% | +176.2% | -182.6% | -24.2% |
| 3Y | +67.7% | +174.5% | -106.8% | +31.2% |
| 5Y | +75.7% | -71.9% | +147.7% | +87.3% |
| 10Y | +229.3% | +235.4% | -6.1% | +130.2% |
| All | +229.3% | +248.5% | -19.2% | +130.2% |
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