+171.3%
SAP vs RSG
+425.0%
-253.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | -5.1% | -1.8% | -3.3% | -4.2% |
| 30D | -1.8% | +2.8% | -4.6% | -3.1% |
| 3M | +20.9% | +4.3% | +16.6% | +18.5% |
| 6M | +7.0% | -0.5% | +7.5% | +6.9% |
| YTD | -13.7% | +5.2% | -19.0% | -16.3% |
| 1Y | -19.6% | -2.1% | -17.4% | -19.3% |
| 3Y | +52.4% | +56.5% | -4.1% | +17.6% |
| 5Y | +54.4% | +89.5% | -35.1% | +4.3% |
| All | +171.3% | +425.0% | -253.7% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling