-42.2%
RIG vs SGI
+270.1%
-312.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.1% |
| 7D | -3.1% | -4.5% | +1.4% | -1.5% |
| 30D | -0.5% | +4.2% | -4.7% | -2.3% |
| 3M | -6.0% | -7.4% | +1.5% | -4.3% |
| 6M | -10.1% | -15.1% | +4.9% | -7.7% |
| YTD | +37.3% | -24.7% | +62.0% | +47.7% |
| 1Y | +73.9% | -21.8% | +95.7% | +82.7% |
| 3Y | -30.2% | +50.0% | -80.2% | -44.9% |
| 5Y | +62.5% | +48.9% | +13.5% | +22.5% |
| All | -42.2% | +270.1% | -312.3% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling