+20.3%
SGOV vs RIG
+333.8%
-313.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | 0.0% |
| 7D | +0.1% | -4.2% | +4.2% | +0.1% |
| 30D | +0.3% | -0.7% | +1.0% | +0.3% |
| 3M | +0.9% | -4.0% | +4.9% | +0.9% |
| 6M | +1.8% | -6.3% | +8.2% | +1.8% |
| YTD | +2.5% | +39.7% | -37.2% | +2.5% |
| 1Y | +3.8% | +78.1% | -74.3% | +3.8% |
| 3Y | +14.4% | -29.5% | +43.8% | +14.4% |
| 5Y | +20.1% | +65.3% | -45.2% | +20.2% |
| All | +20.3% | +333.8% | -313.6% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling