-22.1%
RIG vs STT
+180.5%
-202.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -12.2% | +1.1% | -13.3% | -12.9% |
| 30D | -6.0% | -1.9% | -4.1% | -5.0% |
| 3M | -9.4% | -7.6% | -1.9% | -5.2% |
| 6M | -19.1% | +16.0% | -35.0% | -28.7% |
| YTD | +25.4% | +36.2% | -10.8% | -3.8% |
| 1Y | +23.3% | +46.8% | -23.5% | -11.3% |
| 3Y | -22.1% | +177.8% | -199.9% | -70.9% |
| All | -22.1% | +180.5% | -202.6% | -70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling