+222.9%
SAP vs RRC
+63.1%
+159.9%
-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 | +1.6% | -10.3% | +11.9% | +2.4% |
| 30D | +10.5% | +19.5% | -8.9% | +8.9% |
| 3M | +15.2% | +27.9% | -12.8% | +12.8% |
| 6M | +36.7% | +21.2% | +15.5% | +34.4% |
| YTD | -0.6% | +39.6% | -40.1% | -3.5% |
| 1Y | -4.1% | +31.3% | -35.4% | -6.6% |
| 3Y | +73.2% | +51.9% | +21.3% | +66.0% |
| 5Y | +74.1% | +110.2% | -36.0% | +60.5% |
| 10Y | +222.9% | +56.7% | +166.3% | +160.0% |
| All | +222.9% | +63.1% | +159.9% | +160.0% |
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