-18.3%
SAP vs RNG
+122.1%
-140.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -0.3% | -4.1% | +3.8% | +1.0% |
| 30D | +0.3% | +8.6% | -8.4% | -2.5% |
| 3M | +16.9% | +78.0% | -61.1% | -2.9% |
| 6M | +6.3% | +67.0% | -60.7% | -10.8% |
| YTD | -12.4% | +142.4% | -154.8% | -33.0% |
| All | -18.3% | +122.1% | -140.4% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling