+39.7%
RIG vs SFM
-35.8%
+75.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.6% | -11.3% | -7.4% |
| 7D | -18.8% | -12.3% | -6.5% | -18.5% |
| 30D | -1.1% | -16.2% | +15.1% | -1.0% |
| 3M | +4.4% | -36.8% | +41.2% | +4.2% |
| 6M | -20.8% | -32.6% | +11.8% | -20.8% |
| YTD | +32.0% | -31.7% | +63.7% | +31.5% |
| 1Y | +39.7% | -35.0% | +74.7% | +40.8% |
| All | +39.7% | -35.8% | +75.6% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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 · 6 months rolling