-41.5%
RIG vs SMTC
+56,157.6%
-56,199.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.0% | -11.5% | -3.3% |
| 7D | -2.7% | +22.9% | -25.6% | -6.4% |
| 30D | +9.5% | +16.6% | -7.1% | +5.5% |
| 3M | -6.6% | +2.4% | -9.1% | -9.2% |
| 6M | -2.9% | +98.3% | -101.1% | -17.8% |
| YTD | +39.5% | +120.7% | -81.2% | +15.1% |
| 1Y | +82.3% | +168.3% | -86.0% | +44.2% |
| 3Y | -29.6% | +571.7% | -601.3% | -57.3% |
| 5Y | +63.2% | +114.0% | -50.8% | +19.1% |
| 10Y | -45.0% | +497.0% | -542.0% | -65.6% |
| All | -41.5% | +56,157.6% | -56,199.1% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SMTC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling