+80.7%
SAP vs RRC
+134.0%
-53.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | +0.6% | +6.4% | -5.8% | 0.0% |
| 30D | +6.5% | +23.9% | -17.3% | +4.0% |
| 3M | +12.2% | +30.2% | -17.9% | +9.0% |
| 6M | +46.1% | +26.3% | +19.8% | +42.1% |
| YTD | -1.6% | +48.1% | -49.7% | -6.2% |
| 1Y | -5.1% | +37.7% | -42.8% | -8.8% |
| 3Y | +68.4% | +60.3% | +8.1% | +57.9% |
| All | +80.7% | +134.0% | -53.2% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling