-29.7%
RIG vs SBAC
-8.7%
-20.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.8% |
| 7D | -8.2% | +0.2% | -8.4% | -8.2% |
| 30D | -0.2% | +3.9% | -4.0% | -0.6% |
| 3M | -2.7% | -8.2% | +5.5% | -1.9% |
| 6M | -7.5% | -2.8% | -4.7% | -7.6% |
| YTD | +38.3% | -1.5% | +39.8% | +37.5% |
| 1Y | +81.8% | 0.0% | +81.8% | +80.7% |
| All | -29.7% | -8.7% | -20.9% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling