+509.3%
SAP vs RSG
+2,310.7%
-1,801.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | -3.9% | +1.4% | -5.3% | -4.4% |
| 30D | +6.5% | +15.0% | -8.5% | +1.3% |
| 3M | +14.7% | +18.5% | -3.8% | +7.8% |
| 6M | +39.9% | +25.8% | +14.1% | +28.8% |
| YTD | -2.0% | +20.8% | -22.8% | -8.8% |
| 1Y | -6.0% | +24.8% | -30.8% | -13.6% |
| 3Y | +67.7% | +65.9% | +1.8% | +38.3% |
| 5Y | +78.8% | +99.1% | -20.3% | +36.9% |
| 10Y | +229.3% | +452.4% | -223.1% | +76.5% |
| All | +509.3% | +2,310.7% | -1,801.4% | +103.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling