-42.2%
RIG vs SFM
+271.4%
-313.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | -3.1% | -10.6% | +7.5% | -1.2% |
| 30D | -0.5% | -15.5% | +14.9% | +2.1% |
| 3M | -6.0% | -17.4% | +11.5% | -3.4% |
| 6M | -10.1% | -3.4% | -6.7% | -10.9% |
| YTD | +37.3% | -8.7% | +46.0% | +37.2% |
| 1Y | +73.9% | -47.2% | +121.1% | +92.0% |
| 3Y | -30.2% | +82.7% | -112.9% | -42.8% |
| 5Y | +62.5% | +214.3% | -151.8% | +12.6% |
| All | -42.2% | +271.4% | -313.6% | -61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling