-50.0%
RIG vs SIMO
+423.7%
-473.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.7% |
| 7D | +4.3% | +14.9% | -10.6% | +0.7% |
| 30D | -5.8% | -27.0% | +21.1% | +0.5% |
| 3M | -6.7% | -25.4% | +18.7% | -2.6% |
| 6M | -18.7% | -30.3% | +11.6% | -17.2% |
| YTD | +28.8% | +95.8% | -67.0% | -9.7% |
| 1Y | +28.8% | +100.0% | -71.2% | -10.4% |
| 3Y | -20.0% | +238.3% | -258.3% | -55.0% |
| 5Y | +56.0% | +187.6% | -131.6% | -14.0% |
| All | -50.0% | +423.7% | -473.7% | -81.1% |
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