+179.0%
SAP vs RIG
-44.3%
+223.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -0.3% | -8.2% | +7.9% | +0.4% |
| 30D | +0.3% | -0.2% | +0.5% | +0.3% |
| 3M | +16.9% | -2.7% | +19.6% | +16.9% |
| 6M | +6.3% | -7.5% | +13.8% | +6.5% |
| YTD | -12.4% | +38.3% | -50.7% | -15.4% |
| 1Y | -21.6% | +81.8% | -103.5% | -26.3% |
| 3Y | +54.8% | -30.2% | +85.0% | +54.1% |
| 5Y | +56.2% | +59.9% | -3.8% | +39.2% |
| 10Y | +179.0% | -41.9% | +221.0% | +127.4% |
| All | +179.0% | -44.3% | +223.3% | +127.4% |
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