-5.9%
SAP vs RRX
+30.0%
-35.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.6% | +7.9% | +3.8% |
| 7D | +1.3% | +7.6% | -6.3% | +2.3% |
| 30D | +15.5% | +7.5% | +8.0% | +16.8% |
| 3M | +22.8% | -21.0% | +43.8% | +20.4% |
| 6M | +42.5% | -18.1% | +60.6% | +40.7% |
| YTD | +0.5% | +24.3% | -23.7% | -0.6% |
| 1Y | -5.9% | +29.3% | -35.2% | -7.9% |
| All | -5.9% | +30.0% | -35.9% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling