-80.4%
RIG vs SNY
+241.9%
-322.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -3.1% | -3.3% | +0.2% | -1.6% |
| 30D | -0.5% | -2.2% | +1.6% | +0.4% |
| 3M | -6.0% | -3.0% | -2.9% | -5.1% |
| 6M | -10.1% | +2.7% | -12.9% | -12.1% |
| YTD | +37.3% | -6.8% | +44.1% | +40.1% |
| 1Y | +73.9% | -5.3% | +79.2% | +75.9% |
| 3Y | -30.2% | -9.8% | -20.4% | -30.9% |
| 5Y | +62.5% | +9.7% | +52.8% | +42.4% |
| 10Y | -42.3% | +64.5% | -106.8% | -58.3% |
| All | -80.4% | +241.9% | -322.3% | -90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling