-15.3%
RIG vs SMTC
+698.5%
-713.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.1% | +8.2% | +4.6% |
| 7D | +5.7% | +11.0% | -5.3% | +4.3% |
| 30D | -0.7% | -28.5% | +27.8% | +2.2% |
| 3M | -3.1% | -14.2% | +11.1% | -3.2% |
| 6M | -16.3% | -18.0% | +1.7% | -17.1% |
| YTD | +34.1% | +55.5% | -21.4% | +19.5% |
| 1Y | +38.2% | +69.5% | -31.4% | +21.2% |
| 3Y | -15.3% | +699.7% | -714.9% | -44.5% |
| All | -15.3% | +698.5% | -713.8% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling