+290.0%
SPGI vs RIG
-40.8%
+330.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | -3.1% | -8.2% | +5.1% | -2.5% |
| 30D | +2.0% | -0.2% | +2.2% | +2.0% |
| 3M | +4.3% | -2.7% | +7.1% | +4.3% |
| 6M | -0.2% | -7.5% | +7.2% | -0.1% |
| YTD | -14.8% | +38.3% | -53.1% | -17.4% |
| 1Y | -18.5% | +81.8% | -100.4% | -22.9% |
| 3Y | +16.0% | -30.2% | +46.1% | +15.5% |
| 5Y | +2.2% | +59.9% | -57.7% | -7.5% |
| All | +290.0% | -40.8% | +330.8% | +217.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling