+176.2%
SAP vs RRC
+7.9%
+168.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -0.3% | -1.2% | +0.9% | -0.2% |
| 30D | +2.6% | +9.4% | -6.8% | +1.9% |
| 3M | +16.3% | +7.4% | +8.9% | +15.5% |
| 6M | +6.4% | +1.5% | +4.9% | +6.1% |
| YTD | -11.4% | +19.4% | -30.8% | -12.9% |
| 1Y | -20.4% | +24.2% | -44.6% | -22.0% |
| 3Y | +56.5% | +32.8% | +23.7% | +51.6% |
| 5Y | +56.8% | +152.9% | -96.1% | +42.8% |
| 10Y | +176.2% | +3.9% | +172.3% | +146.8% |
| All | +176.2% | +7.9% | +168.3% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling