-40.5%
RIG vs SAN
+2,138.1%
-2,178.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.5% |
| 7D | +0.9% | +1.8% | -0.9% | +0.1% |
| 30D | +13.8% | +2.0% | +11.8% | +12.7% |
| 3M | -6.4% | +19.7% | -26.1% | -14.4% |
| 6M | -8.2% | +30.6% | -38.8% | -20.5% |
| YTD | +41.6% | +28.8% | +12.8% | +22.3% |
| 1Y | +88.7% | +57.8% | +30.9% | +48.0% |
| 3Y | -30.9% | +338.1% | -369.0% | -66.7% |
| 5Y | +57.7% | +384.2% | -326.5% | -29.0% |
| 10Y | -39.3% | +353.1% | -392.4% | -70.4% |
| All | -40.5% | +2,138.1% | -2,178.6% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling