+59.9%
RIG vs SAN
+384.1%
-324.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -8.2% | -0.5% | -7.7% | -8.0% |
| 30D | -0.2% | -0.1% | -0.1% | -0.3% |
| 3M | -2.7% | +19.6% | -22.4% | -10.7% |
| 6M | -7.5% | +32.7% | -40.1% | -20.3% |
| YTD | +38.3% | +26.7% | +11.6% | +20.3% |
| 1Y | +81.8% | +51.6% | +30.2% | +43.7% |
| 3Y | -30.2% | +348.7% | -378.9% | -69.3% |
| 5Y | +59.9% | +378.7% | -318.8% | -35.7% |
| All | +59.9% | +384.1% | -324.1% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling