-15.3%
RIG vs SN
+440.0%
-455.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.3% | +3.6% |
| 7D | +5.7% | +1.5% | +4.2% | +5.4% |
| 30D | -0.7% | +21.5% | -22.2% | -4.6% |
| 3M | -3.1% | +20.0% | -23.2% | -7.0% |
| 6M | -16.3% | +119.9% | -136.2% | -31.6% |
| YTD | +34.1% | +102.3% | -68.2% | +11.0% |
| 1Y | +38.2% | +148.0% | -109.8% | +7.3% |
| 3Y | -15.3% | +450.0% | -465.3% | -60.7% |
| All | -15.3% | +440.0% | -455.3% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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