-77.3%
RIG vs SBAC
+2,222.3%
-2,299.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.9% |
| 7D | +5.7% | +0.6% | +5.1% | +5.6% |
| 30D | -0.7% | +5.5% | -6.2% | -1.6% |
| 3M | -3.1% | +3.1% | -6.2% | -3.8% |
| 6M | -16.3% | -7.0% | -9.3% | -15.8% |
| YTD | +34.1% | +0.5% | +33.6% | +32.9% |
| 1Y | +38.2% | +0.2% | +37.9% | +36.9% |
| 3Y | -15.3% | -7.4% | -7.9% | -16.0% |
| 5Y | +62.5% | -39.7% | +102.2% | +70.6% |
| 10Y | -46.6% | +112.5% | -159.1% | -53.7% |
| All | -77.3% | +2,222.3% | -2,299.6% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling