-40.5%
RIG vs SM
+1,050.0%
-1,090.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -1.6% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +13.8% | +26.3% | -12.5% | +1.2% |
| 3M | -6.4% | +8.7% | -15.1% | -10.9% |
| 6M | -8.2% | +51.7% | -59.8% | -27.3% |
| YTD | +41.6% | +99.0% | -57.4% | -2.5% |
| 1Y | +88.7% | +34.6% | +54.1% | +56.6% |
| 3Y | -30.9% | -7.8% | -23.1% | -30.3% |
| 5Y | +57.7% | +104.8% | -47.1% | +8.8% |
| 10Y | -39.3% | +7.2% | -46.5% | -64.0% |
| All | -40.5% | +1,050.0% | -1,090.6% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling