+63.2%
RIG vs SIMO
+297.1%
-233.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.6% |
| 3M | -6.6% | +3.6% | -10.2% | -9.4% |
| 6M | -2.9% | +130.8% | -133.6% | -23.7% |
| YTD | +39.5% | +195.8% | -156.3% | +2.2% |
| 1Y | +82.3% | +225.0% | -142.7% | +30.2% |
| 3Y | -29.6% | +452.3% | -481.9% | -56.6% |
| 5Y | +63.2% | +303.6% | -240.4% | +4.9% |
| All | +63.2% | +297.1% | -233.9% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling