+282.6%
SPGI vs RIG
-40.1%
+322.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -2.9% | -2.0% |
| 7D | -8.9% | -4.2% | -4.8% | -8.6% |
| 30D | +0.6% | -0.7% | +1.3% | +0.6% |
| 3M | +2.0% | -4.0% | +6.0% | +2.1% |
| 6M | +0.1% | -6.3% | +6.4% | +0.1% |
| YTD | -16.4% | +39.7% | -56.1% | -19.0% |
| 1Y | -18.9% | +78.1% | -97.0% | -23.1% |
| 3Y | +13.8% | -29.5% | +43.2% | +13.2% |
| 5Y | +0.5% | +65.3% | -64.8% | -9.3% |
| All | +282.6% | -40.1% | +322.7% | +210.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling