+59.9%
RIG vs SFM
+217.9%
-157.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.1% | -0.5% |
| 7D | -8.2% | -7.2% | -1.0% | -7.5% |
| 30D | -0.2% | -14.3% | +14.1% | +1.2% |
| 3M | -2.7% | -13.7% | +11.0% | -1.7% |
| 6M | -7.5% | -6.0% | -1.4% | -7.6% |
| YTD | +38.3% | -8.2% | +46.5% | +38.1% |
| 1Y | +81.8% | -46.2% | +128.1% | +94.0% |
| 3Y | -30.2% | +83.6% | -113.8% | -38.2% |
| 5Y | +59.9% | +212.7% | -152.8% | +34.1% |
| All | +59.9% | +217.9% | -157.9% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling