-41.8%
RIG vs STT
+269.0%
-310.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -8.2% | +1.0% | -9.2% | -9.0% |
| 30D | -0.2% | +2.8% | -3.0% | -2.9% |
| 3M | -2.7% | +18.1% | -20.9% | -16.4% |
| 6M | -7.5% | +59.2% | -66.7% | -39.2% |
| YTD | +38.3% | +51.5% | -13.2% | -5.5% |
| 1Y | +81.8% | +75.7% | +6.2% | +8.6% |
| 3Y | -30.2% | +200.8% | -231.0% | -74.2% |
| 5Y | +59.9% | +155.8% | -95.8% | -36.8% |
| All | -41.8% | +269.0% | -310.8% | -82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling