+56.2%
SAP vs RSG
+90.2%
-34.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.3% | 0.0% | -0.2% | -0.2% |
| 30D | +0.3% | +3.7% | -3.4% | -1.0% |
| 3M | +16.9% | +6.2% | +10.7% | +14.6% |
| 6M | +6.3% | -2.8% | +9.1% | +7.3% |
| YTD | -12.4% | +5.9% | -18.3% | -14.2% |
| 1Y | -21.6% | -1.8% | -19.9% | -21.3% |
| 3Y | +54.8% | +57.5% | -2.7% | +31.3% |
| 5Y | +56.2% | +91.1% | -34.9% | +20.2% |
| All | +56.2% | +90.2% | -34.0% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling