-5.9%
SAP vs RSG
+19.5%
-25.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.9% |
| 7D | +1.3% | +5.1% | -3.8% | -0.3% |
| 30D | +15.5% | +15.3% | +0.2% | +10.6% |
| 3M | +22.8% | +18.6% | +4.2% | +16.8% |
| 6M | +42.5% | +19.5% | +22.9% | +36.8% |
| YTD | +0.5% | +17.2% | -16.7% | -2.5% |
| 1Y | -5.9% | +19.6% | -25.5% | -8.4% |
| All | -5.9% | +19.5% | -25.5% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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