+821.2%
SPYM vs RIG
-89.5%
+910.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.1% |
| 7D | -0.8% | -3.1% | +2.3% | -0.4% |
| 30D | -1.1% | -0.5% | -0.6% | -1.1% |
| 3M | +3.9% | -6.0% | +9.9% | +4.3% |
| 6M | +13.6% | -10.1% | +23.8% | +14.2% |
| YTD | +12.7% | +37.3% | -24.6% | +7.0% |
| 1Y | +17.6% | +73.9% | -56.3% | +7.7% |
| 3Y | +77.2% | -30.2% | +107.4% | +76.1% |
| 5Y | +84.1% | +62.5% | +21.7% | +55.0% |
| 10Y | +323.8% | -42.3% | +366.2% | +226.1% |
| All | +821.2% | -89.5% | +910.7% | +835.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling