-19.5%
SAP vs RIG
+97.6%
-117.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.8% |
| 7D | -2.9% | +0.9% | -3.8% | -3.0% |
| 30D | +9.0% | +13.8% | -4.8% | +8.7% |
| 3M | +14.9% | -6.4% | +21.3% | +15.6% |
| 6M | +11.9% | -8.2% | +20.1% | +12.5% |
| YTD | -9.9% | +41.6% | -51.6% | -12.5% |
| 1Y | -19.5% | +88.7% | -108.2% | -25.0% |
| All | -19.5% | +97.6% | -117.2% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling