+28.0%
RIG vs SITM
+4,437.5%
-4,409.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -8.2% | +3.7% | -11.9% | -8.9% |
| 30D | -0.2% | -14.5% | +14.3% | +2.4% |
| 3M | -2.7% | -10.6% | +7.8% | -3.2% |
| 6M | -7.5% | +65.5% | -73.0% | -21.1% |
| YTD | +38.3% | +67.0% | -28.8% | +15.8% |
| 1Y | +81.8% | +138.6% | -56.8% | +38.3% |
| 3Y | -30.2% | +421.8% | -452.0% | -58.9% |
| 5Y | +59.9% | +172.4% | -112.5% | -3.3% |
| All | +28.0% | +4,437.5% | -4,409.4% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling