+286.7%
SAP vs RNG
+328.0%
-41.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.7% |
| 7D | +1.5% | -6.0% | +7.5% | +2.6% |
| 30D | +8.8% | -7.4% | +16.2% | +10.1% |
| 3M | +12.1% | +14.6% | -2.5% | +8.8% |
| 6M | +34.6% | +61.5% | -27.0% | +22.4% |
| YTD | -2.1% | +155.7% | -157.8% | -18.6% |
| 1Y | -5.5% | +172.5% | -178.0% | -22.3% |
| 3Y | +67.4% | +168.0% | -100.6% | +33.8% |
| 5Y | +74.6% | -73.8% | +148.4% | +86.1% |
| 10Y | +224.0% | +240.3% | -16.2% | +128.7% |
| All | +286.7% | +328.0% | -41.4% | +161.5% |
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