+2,432.7%
SAP vs RIG
-64.1%
+2,496.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.9% | -4.5% |
| 7D | -0.7% | -24.5% | +23.8% | +2.6% |
| 30D | +11.1% | -2.8% | +13.9% | +11.2% |
| 3M | +17.0% | +1.6% | +15.5% | +16.1% |
| 6M | +34.8% | -15.9% | +50.7% | +36.4% |
| YTD | -2.2% | +26.9% | -29.1% | -6.9% |
| 1Y | -6.4% | +34.4% | -40.8% | -11.7% |
| 3Y | +75.1% | -21.2% | +96.3% | +70.4% |
| 5Y | +69.8% | +46.4% | +23.5% | +43.1% |
| 10Y | +219.8% | -45.8% | +265.7% | +141.7% |
| All | +2,432.7% | -64.1% | +2,496.9% | +2,151.0% |
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