-29.7%
RIG vs SMTC
+565.9%
-595.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -8.2% | +22.5% | -30.7% | -10.3% |
| 30D | -0.2% | +24.9% | -25.1% | -3.1% |
| 3M | -2.7% | +4.1% | -6.8% | -4.4% |
| 6M | -7.5% | +92.6% | -100.0% | -17.1% |
| YTD | +38.3% | +122.5% | -84.2% | +20.8% |
| 1Y | +81.8% | +166.2% | -84.4% | +54.2% |
| All | -29.7% | +565.9% | -595.6% | -51.1% |
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 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