-41.2%
RIG vs STT
+267.9%
-309.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | -4.2% | -1.4% | -2.8% | -3.0% |
| 30D | -0.7% | +2.2% | -2.9% | -2.9% |
| 3M | -4.0% | +18.8% | -22.8% | -17.9% |
| 6M | -6.3% | +57.9% | -64.3% | -38.0% |
| YTD | +39.7% | +51.0% | -11.3% | -4.3% |
| 1Y | +78.1% | +77.1% | +0.9% | +5.6% |
| 3Y | -29.5% | +199.8% | -229.3% | -73.9% |
| 5Y | +65.3% | +156.0% | -90.6% | -34.7% |
| All | -41.2% | +267.9% | -309.1% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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