+511.5%
SAP vs RSG
+2,310.6%
-1,799.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | +2.5% | -1.9% | -0.3% |
| 30D | +6.5% | +12.7% | -6.2% | +2.0% |
| 3M | +12.2% | +17.9% | -5.7% | +5.7% |
| 6M | +46.1% | +25.0% | +21.1% | +34.7% |
| YTD | -1.6% | +20.8% | -22.4% | -8.4% |
| 1Y | -5.1% | +24.3% | -29.4% | -12.7% |
| 3Y | +68.4% | +65.3% | +3.1% | +39.0% |
| 5Y | +79.4% | +99.1% | -19.6% | +37.4% |
| 10Y | +230.5% | +452.4% | -221.9% | +77.1% |
| All | +511.5% | +2,310.6% | -1,799.1% | +104.6% |
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