-43.7%
RIG vs SM
+933.0%
-976.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.3% | +4.2% |
| 7D | +5.7% | +9.4% | -3.7% | +0.9% |
| 30D | -0.7% | -14.4% | +13.6% | +7.1% |
| 3M | -3.1% | +1.6% | -4.7% | -4.4% |
| 6M | -16.3% | +6.3% | -22.7% | -20.0% |
| YTD | +34.1% | +78.8% | -44.6% | -3.1% |
| 1Y | +38.2% | +83.1% | -45.0% | -1.6% |
| 3Y | -15.3% | -5.9% | -9.4% | -15.5% |
| 5Y | +62.5% | +4.8% | +57.6% | +54.9% |
| 10Y | -46.6% | +17.5% | -64.1% | -69.3% |
| All | -43.7% | +933.0% | -976.7% | -83.2% |
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