+255.9%
SAP vs RNG
+327.7%
-71.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.2% |
| 7D | -2.9% | +5.8% | -8.7% | -3.9% |
| 30D | +9.0% | +19.6% | -10.6% | +5.4% |
| 3M | +14.9% | +67.0% | -52.1% | +4.4% |
| 6M | +11.9% | +88.4% | -76.5% | -0.7% |
| YTD | -9.9% | +155.5% | -165.4% | -24.8% |
| 1Y | -19.5% | +141.7% | -161.2% | -32.4% |
| 3Y | +61.8% | +131.1% | -69.3% | +32.5% |
| 5Y | +56.2% | -70.6% | +126.8% | +63.4% |
| 10Y | +180.6% | +228.2% | -47.6% | +99.4% |
| All | +255.9% | +327.7% | -71.9% | +141.6% |
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