+20.2%
SGOV vs RIG
+59.7%
-39.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | 0.0% |
| 7D | 0.0% | -3.1% | +3.1% | 0.0% |
| 30D | +0.3% | -0.5% | +0.8% | +0.3% |
| 3M | +0.9% | -6.0% | +6.9% | +0.9% |
| 6M | +1.8% | -10.1% | +12.0% | +1.8% |
| YTD | +2.5% | +37.3% | -34.7% | +2.6% |
| 1Y | +3.8% | +73.9% | -70.1% | +3.8% |
| 3Y | +14.4% | -30.2% | +44.6% | +14.4% |
| All | +20.2% | +59.7% | -39.5% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 5y: compounded portfolio wealth divided by compounded RIG 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…
5y analysis · Full analysis span regression · 6 months rolling