-6.4%
SSPC vs RIG
-9.5%
+3.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.5% | +2.0% | +4.5% |
| 7D | -11.1% | -2.6% | -8.5% | -10.9% |
| 30D | +19.1% | -5.2% | +24.2% | +20.9% |
| 3M | -31.7% | -8.6% | -23.1% | -28.3% |
| All | -6.4% | -9.5% | +3.1% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · Available span rolling