-30.2%
RIG vs SNY
-9.6%
-20.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.7% |
| 7D | -3.1% | -3.3% | +0.2% | -2.7% |
| 30D | -0.5% | -2.2% | +1.6% | -0.3% |
| 3M | -6.0% | -3.0% | -2.9% | -5.7% |
| 6M | -10.1% | +2.7% | -12.9% | -11.0% |
| YTD | +37.3% | -6.8% | +44.1% | +38.0% |
| 1Y | +73.9% | -5.3% | +79.2% | +74.2% |
| 3Y | -30.2% | -9.8% | -20.4% | -31.3% |
| All | -30.2% | -9.6% | -20.6% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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