+338.6%
SPGI vs RIG
-48.2%
+386.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -0.8% | +4.3% | -5.1% | -1.1% |
| 30D | +14.3% | -5.8% | +20.1% | +14.6% |
| 3M | +14.5% | -6.7% | +21.2% | +14.7% |
| 6M | +17.3% | -18.7% | +35.9% | +18.4% |
| YTD | -4.6% | +28.8% | -33.4% | -7.3% |
| 1Y | +0.8% | +28.8% | -28.1% | -2.1% |
| 3Y | +28.8% | -20.0% | +48.8% | +26.7% |
| 5Y | +14.0% | +56.0% | -42.1% | +3.4% |
| All | +338.6% | -48.2% | +386.8% | +269.8% |
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