+49.1%
RIGS vs SPY
+473.3%
-424.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -0.6% | -0.9% | +0.3% | -0.4% |
| 3M | +0.3% | +3.9% | -3.6% | -0.4% |
| 6M | -0.2% | +14.5% | -14.7% | -2.7% |
| YTD | +0.8% | +12.9% | -12.1% | -1.5% |
| 1Y | -0.2% | +19.4% | -19.6% | -3.5% |
| 3Y | +15.2% | +78.5% | -63.3% | +2.5% |
| 5Y | +10.1% | +81.8% | -71.7% | -3.0% |
| 10Y | +31.2% | +311.5% | -280.4% | -4.9% |
| All | +49.1% | +473.3% | -424.3% | +2.9% |
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