+815.1%
SPYM vs RIG
-90.2%
+905.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +3.3% | +4.3% | -1.0% | +2.7% |
| 30D | -2.6% | -5.8% | +3.2% | -2.2% |
| 3M | -1.7% | -6.7% | +4.9% | -1.3% |
| 6M | +3.1% | -18.7% | +21.8% | +4.9% |
| YTD | +12.0% | +28.8% | -16.8% | +6.7% |
| 1Y | +12.1% | +28.8% | -16.7% | +6.7% |
| 3Y | +78.5% | -20.0% | +98.5% | +73.9% |
| 5Y | +73.8% | +56.0% | +17.8% | +47.1% |
| 10Y | +312.5% | -48.7% | +361.2% | +223.5% |
| All | +815.1% | -90.2% | +905.3% | +833.0% |
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