-29.6%
RIG vs STT
+203.8%
-233.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.7% |
| 7D | -2.7% | +2.2% | -4.9% | -4.2% |
| 30D | +9.5% | +3.9% | +5.6% | +6.3% |
| 3M | -6.6% | +19.2% | -25.8% | -18.3% |
| 6M | -2.9% | +60.4% | -63.2% | -32.9% |
| YTD | +39.5% | +51.5% | -12.0% | +0.5% |
| 1Y | +82.3% | +76.3% | +6.0% | +15.3% |
| 3Y | -29.6% | +200.7% | -230.3% | -71.0% |
| All | -29.6% | +203.8% | -233.4% | -71.0% |
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