-42.2%
RIG vs SMTC
+548.2%
-590.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.1% | -6.8% | -3.2% |
| 7D | -3.1% | +13.1% | -16.2% | -6.7% |
| 30D | -0.5% | +19.5% | -20.0% | -7.0% |
| 3M | -6.0% | +2.2% | -8.2% | -10.3% |
| 6M | -10.1% | +94.9% | -105.0% | -32.8% |
| YTD | +37.3% | +127.0% | -89.7% | -3.7% |
| 1Y | +73.9% | +174.6% | -100.6% | +12.8% |
| 3Y | -30.2% | +615.9% | -646.1% | -76.3% |
| 5Y | +62.5% | +125.6% | -63.1% | -8.2% |
| All | -42.2% | +548.2% | -590.4% | -80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling