+236.6%
SAP vs RIG
-46.1%
+282.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.8% | 0.0% |
| 7D | +0.6% | +5.7% | -5.1% | +0.2% |
| 30D | +6.5% | -0.7% | +7.3% | +6.4% |
| 3M | +12.2% | -3.1% | +15.4% | +12.1% |
| 6M | +46.1% | -16.3% | +62.4% | +47.3% |
| YTD | -1.6% | +34.1% | -35.8% | -5.1% |
| 1Y | -5.1% | +38.2% | -43.3% | -8.8% |
| 3Y | +68.4% | -15.3% | +83.6% | +64.6% |
| 5Y | +79.4% | +62.5% | +17.0% | +59.5% |
| All | +236.6% | -46.1% | +282.6% | +181.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling