-41.2%
RIG vs SPG
+64.3%
-105.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -4.2% | -2.2% | -2.0% | -2.6% |
| 30D | -0.7% | -5.8% | +5.1% | +3.5% |
| 3M | -4.0% | -2.8% | -1.2% | -3.0% |
| 6M | -6.3% | +8.9% | -15.2% | -14.2% |
| YTD | +39.7% | +14.3% | +25.4% | +23.2% |
| 1Y | +78.1% | +19.5% | +58.6% | +51.2% |
| 3Y | -29.5% | +106.9% | -136.3% | -61.1% |
| 5Y | +65.3% | +108.7% | -43.4% | -12.2% |
| All | -41.2% | +64.3% | -105.5% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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