-15.3%
RIG vs SBAC
-6.5%
-8.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +4.0% |
| 7D | +5.7% | +0.6% | +5.1% | +5.7% |
| 30D | -0.7% | +5.5% | -6.2% | -1.2% |
| 3M | -3.1% | +3.1% | -6.2% | -3.5% |
| 6M | -16.3% | -7.0% | -9.3% | -15.9% |
| YTD | +34.1% | +0.5% | +33.6% | +33.1% |
| 1Y | +38.2% | +0.2% | +37.9% | +37.1% |
| 3Y | -15.3% | -7.4% | -7.9% | -17.0% |
| All | -15.3% | -6.5% | -8.8% | -17.0% |
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