+222.9%
SAP vs RIG
-46.5%
+269.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.8% |
| 7D | +1.6% | -17.0% | +18.6% | +3.0% |
| 30D | +10.5% | -6.2% | +16.7% | +10.9% |
| 3M | +15.2% | -1.7% | +16.9% | +14.9% |
| 6M | +36.7% | -19.2% | +55.9% | +38.2% |
| YTD | -0.6% | +25.2% | -25.7% | -3.6% |
| 1Y | -4.1% | +29.9% | -34.0% | -7.4% |
| 3Y | +73.2% | -21.3% | +94.6% | +70.4% |
| 5Y | +74.1% | +40.5% | +33.6% | +56.6% |
| 10Y | +222.9% | -49.6% | +272.5% | +169.6% |
| All | +222.9% | -46.5% | +269.4% | +169.6% |
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