-58.5%
RIG vs SNAP
-77.0%
+18.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.5% |
| 7D | -4.2% | -3.2% | -1.0% | -3.7% |
| 30D | -0.7% | +0.2% | -0.9% | -0.9% |
| 3M | -4.0% | +2.6% | -6.6% | -5.1% |
| 6M | -6.3% | +12.4% | -18.8% | -9.4% |
| YTD | +39.7% | -31.6% | +71.3% | +44.7% |
| 1Y | +78.1% | -21.7% | +99.8% | +80.4% |
| 3Y | -29.5% | -41.2% | +11.8% | -29.1% |
| 5Y | +65.3% | -92.6% | +157.9% | +96.3% |
| All | -58.5% | -77.0% | +18.5% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SNAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling