+56.8%
SAP vs RIG
+52.4%
+4.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.6% |
| 7D | -0.3% | -2.7% | +2.4% | -0.1% |
| 30D | +2.6% | +9.5% | -6.9% | +1.9% |
| 3M | +16.3% | -6.6% | +22.9% | +16.6% |
| 6M | +6.4% | -2.9% | +9.3% | +6.2% |
| YTD | -11.4% | +39.5% | -50.9% | -14.4% |
| 1Y | -20.4% | +82.3% | -102.7% | -25.0% |
| 3Y | +56.5% | -29.6% | +86.1% | +56.2% |
| 5Y | +56.8% | +63.2% | -6.4% | +38.6% |
| All | +56.8% | +52.4% | +4.4% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling