+59.9%
RIG vs SM
+119.2%
-59.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.3% |
| 7D | -8.2% | -0.2% | -8.0% | -8.1% |
| 30D | -0.2% | +20.3% | -20.5% | -12.7% |
| 3M | -2.7% | +22.9% | -25.6% | -17.5% |
| 6M | -7.5% | +47.8% | -55.3% | -33.4% |
| YTD | +38.3% | +107.5% | -69.2% | -23.5% |
| 1Y | +81.8% | +51.7% | +30.1% | +25.0% |
| 3Y | -30.2% | -0.9% | -29.3% | -35.8% |
| 5Y | +59.9% | +112.2% | -52.3% | -17.1% |
| All | +59.9% | +119.2% | -59.3% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling