-42.2%
RIG vs SBAC
+87.1%
-129.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -4.0% | -2.2% |
| 7D | -3.1% | -2.1% | -1.0% | -2.7% |
| 30D | -0.5% | +2.0% | -2.5% | -1.0% |
| 3M | -6.0% | -8.3% | +2.3% | -4.5% |
| 6M | -10.1% | +0.3% | -10.5% | -11.2% |
| YTD | +37.3% | -2.2% | +39.5% | +36.4% |
| 1Y | +73.9% | -4.6% | +78.6% | +73.6% |
| 3Y | -30.2% | -8.3% | -21.9% | -31.2% |
| 5Y | +62.5% | -42.8% | +105.3% | +77.5% |
| All | -42.2% | +87.1% | -129.3% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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