-63.6%
RIG vs SPMO
+575.0%
-638.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -8.2% | +2.7% | -10.9% | -10.7% |
| 30D | -0.2% | +1.1% | -1.3% | -1.5% |
| 3M | -2.7% | +2.0% | -4.8% | -7.4% |
| 6M | -7.5% | +26.5% | -34.0% | -32.0% |
| YTD | +38.3% | +26.5% | +11.7% | +1.5% |
| 1Y | +81.8% | +27.9% | +53.9% | +32.0% |
| 3Y | -30.2% | +160.4% | -190.6% | -77.8% |
| 5Y | +59.9% | +151.5% | -91.5% | -45.6% |
| 10Y | -41.9% | +526.3% | -568.3% | -89.2% |
| All | -63.6% | +575.0% | -638.6% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling