-85.7%
RIG vs SFM
+132.6%
-218.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.9% | -5.7% | -3.3% |
| 7D | +0.9% | -0.1% | +0.9% | +0.8% |
| 30D | +13.8% | -4.4% | +18.2% | +14.4% |
| 3M | -6.4% | +1.5% | -7.9% | -7.3% |
| 6M | -8.2% | +6.5% | -14.6% | -10.5% |
| YTD | +41.6% | +2.2% | +39.5% | +38.8% |
| 1Y | +88.7% | -41.9% | +130.6% | +104.6% |
| 3Y | -30.9% | +106.8% | -137.6% | -44.0% |
| 5Y | +57.7% | +231.6% | -173.9% | +11.4% |
| 10Y | -39.3% | +258.4% | -297.7% | -59.9% |
| All | -85.7% | +132.6% | -218.3% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling