-42.0%
RIG vs SYY
+2,573.0%
-2,614.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.0% | -1.8% |
| 7D | -8.2% | -0.2% | -8.0% | -8.1% |
| 30D | -0.2% | -2.7% | +2.6% | +1.0% |
| 3M | -2.7% | +5.9% | -8.6% | -5.4% |
| 6M | -7.5% | -2.3% | -5.1% | -7.9% |
| YTD | +38.3% | +13.1% | +25.2% | +28.7% |
| 1Y | +81.8% | +3.8% | +78.1% | +75.4% |
| 3Y | -30.2% | +26.7% | -56.9% | -38.9% |
| 5Y | +59.9% | +19.4% | +40.5% | +42.6% |
| 10Y | -41.9% | +112.0% | -153.9% | -57.2% |
| All | -42.0% | +2,573.0% | -2,614.9% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling