+29.9%
SPGI vs RIG
-16.1%
+46.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.1% | +0.9% |
| 7D | +1.2% | +5.7% | -4.5% | +1.0% |
| 30D | +15.9% | -0.7% | +16.6% | +15.8% |
| 3M | +12.3% | -3.1% | +15.4% | +12.2% |
| 6M | +23.7% | -16.3% | +40.0% | +24.4% |
| YTD | -3.5% | +34.1% | -37.7% | -5.6% |
| 1Y | +0.4% | +38.2% | -37.7% | -2.0% |
| 3Y | +29.9% | -15.3% | +45.2% | +28.4% |
| All | +29.9% | -16.1% | +46.0% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling