-73.1%
SMR vs RIG
+97.6%
-170.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | 0.0% |
| 7D | +4.4% | +0.9% | +3.6% | +4.2% |
| 30D | +3.4% | +13.8% | -10.4% | +1.0% |
| 3M | -19.2% | -6.4% | -12.8% | -18.1% |
| 6M | -22.6% | -8.2% | -14.5% | -23.8% |
| YTD | -31.5% | +41.6% | -73.2% | -44.5% |
| 1Y | -73.1% | +88.7% | -161.8% | -79.2% |
| All | -73.1% | +97.6% | -170.7% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling