+2,233.8%
SAP vs RIG
-60.0%
+2,293.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.5% |
| 7D | -2.9% | +0.9% | -3.8% | -3.1% |
| 30D | +9.0% | +13.8% | -4.8% | +7.2% |
| 3M | +14.9% | -6.4% | +21.3% | +15.4% |
| 6M | +11.9% | -8.2% | +20.1% | +12.1% |
| YTD | -9.9% | +41.6% | -51.6% | -15.0% |
| 1Y | -19.5% | +88.7% | -108.2% | -27.2% |
| 3Y | +61.8% | -30.9% | +92.7% | +60.7% |
| 5Y | +56.2% | +57.7% | -1.5% | +30.5% |
| 10Y | +180.6% | -39.3% | +219.9% | +108.9% |
| All | +2,233.8% | -60.0% | +2,293.7% | +1,955.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling