+460.0%
SAP vs RSG
+2,015.2%
-1,555.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | +9.0% | +7.6% | +1.4% | +6.2% |
| 3M | +14.9% | +7.4% | +7.5% | +12.0% |
| 6M | +11.9% | -3.3% | +15.2% | +12.9% |
| YTD | -9.9% | +6.0% | -15.9% | -12.1% |
| 1Y | -19.5% | -3.7% | -15.9% | -18.9% |
| 3Y | +61.8% | +59.1% | +2.7% | +35.4% |
| 5Y | +56.2% | +89.0% | -32.9% | +21.7% |
| 10Y | +180.6% | +412.5% | -231.9% | +54.7% |
| All | +460.0% | +2,015.2% | -1,555.3% | +96.4% |
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 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