-41.2%
RIG vs SM
+23.2%
-64.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.7% |
| 7D | -4.2% | +2.1% | -6.3% | -5.4% |
| 30D | -0.7% | +18.1% | -18.8% | -10.2% |
| 3M | -4.0% | +17.0% | -21.0% | -13.6% |
| 6M | -6.3% | +55.4% | -61.8% | -30.2% |
| YTD | +39.7% | +108.6% | -68.8% | -13.4% |
| 1Y | +78.1% | +45.7% | +32.4% | +35.3% |
| 3Y | -29.5% | -0.3% | -29.1% | -33.3% |
| 5Y | +65.3% | +113.0% | -47.7% | +0.4% |
| All | -41.2% | +23.2% | -64.4% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling