+56.2%
RIG vs SITM
+187.3%
-131.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.3% | -2.7% |
| 7D | -3.1% | +3.9% | -6.9% | -3.8% |
| 30D | -0.5% | -6.6% | +6.1% | +0.2% |
| 3M | -6.0% | -11.9% | +5.9% | -6.0% |
| 6M | -10.1% | +81.1% | -91.3% | -24.3% |
| YTD | +37.3% | +80.0% | -42.7% | +14.0% |
| 1Y | +73.9% | +145.8% | -71.9% | +32.4% |
| 3Y | -30.2% | +475.9% | -506.1% | -59.6% |
| All | +56.2% | +187.3% | -131.1% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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