+287.2%
SAP vs RNG
+343.0%
-55.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -3.9% | +2.3% | -6.2% | -4.3% |
| 30D | +6.5% | -3.4% | +9.9% | +6.9% |
| 3M | +14.7% | +20.9% | -6.2% | +10.2% |
| 6M | +39.9% | +82.2% | -42.3% | +24.7% |
| YTD | -2.0% | +164.6% | -166.6% | -19.0% |
| 1Y | -6.0% | +177.0% | -183.0% | -23.0% |
| 3Y | +67.7% | +177.4% | -109.7% | +33.1% |
| 5Y | +78.8% | -72.3% | +151.1% | +88.9% |
| 10Y | +229.3% | +238.9% | -9.6% | +132.0% |
| All | +287.2% | +343.0% | -55.8% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling