-41.9%
RIG vs SIMO
+548.4%
-590.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.4% |
| 7D | -8.2% | +14.5% | -22.7% | -11.5% |
| 30D | -0.2% | +20.4% | -20.6% | -5.6% |
| 3M | -2.7% | +7.1% | -9.9% | -8.1% |
| 6M | -7.5% | +129.2% | -136.7% | -34.0% |
| YTD | +38.3% | +201.9% | -163.7% | -11.0% |
| 1Y | +81.8% | +235.5% | -153.7% | +12.7% |
| 3Y | -30.2% | +463.8% | -494.0% | -64.8% |
| 5Y | +59.9% | +306.7% | -246.8% | -16.2% |
| 10Y | -41.9% | +579.5% | -621.4% | -77.4% |
| All | -41.9% | +548.4% | -590.3% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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