-42.2%
RIG vs SYY
+116.5%
-158.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.4% |
| 7D | -3.1% | +3.9% | -7.0% | -5.5% |
| 30D | -0.5% | -1.7% | +1.2% | +0.5% |
| 3M | -6.0% | +5.2% | -11.1% | -9.4% |
| 6M | -10.1% | -0.2% | -9.9% | -12.1% |
| YTD | +37.3% | +15.4% | +21.9% | +21.4% |
| 1Y | +73.9% | +5.6% | +68.3% | +62.5% |
| 3Y | -30.2% | +28.9% | -59.0% | -44.2% |
| 5Y | +62.5% | +24.1% | +38.4% | +29.5% |
| All | -42.2% | +116.5% | -158.7% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling