+88.7%
RIG vs SRE
+4.7%
+84.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.5% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | +13.8% | -0.7% | +14.5% | +13.9% |
| 3M | -6.4% | -6.3% | -0.1% | -3.4% |
| 6M | -8.2% | -10.7% | +2.5% | -2.5% |
| YTD | +41.6% | -3.5% | +45.1% | +43.5% |
| 1Y | +88.7% | +5.3% | +83.4% | +83.7% |
| All | +88.7% | +4.7% | +84.0% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling