-74.2%
RIG vs SGI
+2,083.6%
-2,157.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | +0.9% | +8.5% | -7.7% | -1.4% |
| 30D | +13.8% | +0.7% | +13.1% | +13.4% |
| 3M | -6.4% | +0.6% | -7.0% | -7.4% |
| 6M | -8.2% | -17.9% | +9.8% | -5.2% |
| YTD | +41.6% | -21.2% | +62.8% | +47.7% |
| 1Y | +88.7% | -18.9% | +107.6% | +94.0% |
| 3Y | -30.9% | +52.6% | -83.5% | -41.2% |
| 5Y | +57.7% | +60.7% | -3.0% | +28.2% |
| 10Y | -39.3% | +278.1% | -317.4% | -63.4% |
| All | -74.2% | +2,083.6% | -2,157.8% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling