-79.9%
SMR vs RIG
+34.1%
-114.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.1% | -7.5% | -4.0% |
| 7D | -8.3% | +5.7% | -14.0% | -9.2% |
| 30D | -20.1% | -0.7% | -19.4% | -20.1% |
| 3M | -52.7% | -3.1% | -49.5% | -52.6% |
| 6M | -61.0% | -16.3% | -44.7% | -60.5% |
| YTD | -67.1% | +34.1% | -101.3% | -77.9% |
| 1Y | -79.9% | +38.2% | -118.0% | -86.9% |
| All | -79.9% | +34.1% | -114.0% | -86.9% |
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