+47.7%
RIGS vs SPY
+466.0%
-418.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.9% | +2.6% | -3.4% | -1.3% |
| 30D | +0.5% | -2.0% | +2.4% | +0.8% |
| 3M | -1.2% | -2.8% | +1.6% | -0.7% |
| 6M | -0.6% | +2.1% | -2.7% | -1.0% |
| YTD | -0.2% | +11.5% | -11.6% | -2.2% |
| 1Y | +0.2% | +13.5% | -13.3% | -2.2% |
| 3Y | +14.9% | +77.7% | -62.8% | +2.3% |
| 5Y | +9.4% | +72.6% | -63.2% | -2.6% |
| 10Y | +32.2% | +308.2% | -276.0% | -4.0% |
| All | +47.7% | +466.0% | -418.4% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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