-88.4%
RIG vs SIMO
+3,332.4%
-3,420.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +8.7% | -11.5% | -4.7% |
| 7D | +0.9% | +4.2% | -3.4% | -0.2% |
| 30D | +13.8% | +4.1% | +9.7% | +11.5% |
| 3M | -6.4% | -12.9% | +6.5% | -6.4% |
| 6M | -8.2% | +110.3% | -118.5% | -27.8% |
| YTD | +41.6% | +178.6% | -136.9% | +3.5% |
| 1Y | +88.7% | +220.0% | -131.3% | +33.3% |
| 3Y | -30.9% | +409.0% | -439.9% | -57.0% |
| 5Y | +57.7% | +277.3% | -219.6% | +0.7% |
| 10Y | -39.3% | +506.6% | -545.9% | -66.8% |
| All | -88.4% | +3,332.4% | -3,420.8% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling