-42.2%
RIG vs SAN
+357.1%
-399.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -3.3% |
| 7D | -3.1% | +0.2% | -3.3% | -3.3% |
| 30D | -0.5% | +0.9% | -1.5% | -1.4% |
| 3M | -6.0% | +19.1% | -25.1% | -18.1% |
| 6M | -10.1% | +33.2% | -43.3% | -30.0% |
| YTD | +37.3% | +29.1% | +8.2% | +7.3% |
| 1Y | +73.9% | +50.2% | +23.7% | +20.2% |
| 3Y | -30.2% | +351.0% | -381.2% | -80.9% |
| 5Y | +62.5% | +394.7% | -332.2% | -62.1% |
| All | -42.2% | +357.1% | -399.3% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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