-41.4%
RIG vs SUI
+107.6%
-149.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | -2.7% | -3.1% | +0.4% | -1.8% |
| 30D | +9.5% | -2.3% | +11.8% | +10.2% |
| 3M | -6.6% | -2.8% | -3.8% | -6.1% |
| 6M | -2.9% | -12.4% | +9.5% | +0.6% |
| YTD | +39.5% | -3.3% | +42.8% | +39.8% |
| 1Y | +82.3% | -5.8% | +88.1% | +83.8% |
| 3Y | -29.6% | +12.5% | -42.1% | -34.0% |
| 5Y | +63.2% | -32.9% | +96.0% | +78.0% |
| All | -41.4% | +107.6% | -149.0% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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