+67.4%
SAP vs RNG
+178.5%
-111.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.7% |
| 7D | +1.5% | -6.0% | +7.5% | +3.0% |
| 30D | +8.8% | -7.4% | +16.2% | +10.5% |
| 3M | +12.1% | +14.6% | -2.5% | +7.6% |
| 6M | +34.6% | +61.5% | -27.0% | +17.7% |
| YTD | -2.1% | +155.7% | -157.8% | -22.6% |
| 1Y | -5.5% | +172.5% | -178.0% | -26.2% |
| 3Y | +67.4% | +168.0% | -100.6% | +28.0% |
| All | +67.4% | +178.5% | -111.1% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling