-29.6%
RIG vs SIMO
+462.5%
-492.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.2% | -7.7% | -2.5% |
| 7D | -2.7% | +14.6% | -17.3% | -5.0% |
| 30D | +9.5% | +6.2% | +3.3% | +7.7% |
| 3M | -6.6% | +3.6% | -10.2% | -9.6% |
| 6M | -2.9% | +130.8% | -133.6% | -27.0% |
| YTD | +39.5% | +195.8% | -156.3% | -5.1% |
| 1Y | +82.3% | +225.0% | -142.7% | +19.3% |
| 3Y | -29.6% | +452.3% | -481.9% | -64.3% |
| All | -29.6% | +462.5% | -492.1% | -64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling