-47.9%
RIG vs SFM
+140.2%
-188.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +3.9% |
| 7D | +5.7% | +6.0% | -0.3% | +4.7% |
| 30D | -0.7% | -19.5% | +18.7% | +2.0% |
| 3M | -3.1% | -37.0% | +33.9% | +3.6% |
| 6M | -16.3% | -41.0% | +24.7% | -9.8% |
| YTD | +34.1% | -34.6% | +68.8% | +40.5% |
| 1Y | +38.2% | -36.3% | +74.4% | +45.4% |
| 3Y | -15.3% | +24.5% | -39.8% | -27.3% |
| 5Y | +62.5% | +115.9% | -53.4% | +16.6% |
| All | -47.9% | +140.2% | -188.1% | -64.6% |
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