-47.9%
RIG vs SPG
+113.9%
-161.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.3% |
| 7D | +5.7% | +2.0% | +3.7% | +4.2% |
| 30D | -0.7% | +17.2% | -18.0% | -12.2% |
| 3M | -3.1% | +6.3% | -9.5% | -8.2% |
| 6M | -16.3% | +18.7% | -35.0% | -27.8% |
| YTD | +34.1% | +30.1% | +4.1% | +6.8% |
| 1Y | +38.2% | +32.8% | +5.4% | +8.2% |
| 3Y | -15.3% | +133.6% | -148.9% | -57.6% |
| 5Y | +62.5% | +84.4% | -21.9% | -4.7% |
| All | -47.9% | +113.9% | -161.8% | -71.6% |
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