-89.3%
RIG vs SPXS
-100.0%
+10.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.2% |
| 7D | -8.2% | +1.2% | -9.4% | -7.6% |
| 30D | -0.2% | +5.2% | -5.4% | +2.4% |
| 3M | -2.7% | -9.2% | +6.4% | -7.0% |
| 6M | -7.5% | -29.6% | +22.1% | -21.6% |
| YTD | +38.3% | -27.6% | +65.9% | +20.0% |
| 1Y | +81.8% | -36.7% | +118.6% | +49.9% |
| 3Y | -30.2% | -79.8% | +49.6% | -61.5% |
| 5Y | +59.9% | -85.9% | +145.8% | -6.5% |
| 10Y | -41.9% | -99.5% | +57.6% | -87.0% |
| All | -89.3% | -100.0% | +10.7% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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