-42.2%
RIG vs SPMO
+517.6%
-559.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -2.3% |
| 7D | -3.1% | -0.9% | -2.1% | -2.2% |
| 30D | -0.5% | -1.9% | +1.4% | +1.2% |
| 3M | -6.0% | -1.4% | -4.6% | -7.1% |
| 6M | -10.1% | +25.5% | -35.6% | -34.1% |
| YTD | +37.3% | +24.8% | +12.4% | +1.1% |
| 1Y | +73.9% | +24.5% | +49.4% | +28.7% |
| 3Y | -30.2% | +157.1% | -187.3% | -78.4% |
| 5Y | +62.5% | +149.5% | -87.0% | -46.4% |
| All | -42.2% | +517.6% | -559.8% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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