-47.4%
RIG vs STT
+3,853.6%
-3,900.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -12.2% | +1.1% | -13.3% | -12.7% |
| 30D | -6.0% | -1.9% | -4.1% | -5.4% |
| 3M | -9.4% | -7.6% | -1.9% | -6.7% |
| 6M | -19.1% | +16.0% | -35.0% | -24.5% |
| YTD | +25.4% | +36.2% | -10.8% | +8.9% |
| 1Y | +23.3% | +46.8% | -23.5% | +3.7% |
| 3Y | -22.1% | +177.8% | -199.9% | -49.5% |
| 5Y | +50.1% | +105.8% | -55.7% | +8.8% |
| 10Y | -50.7% | +197.6% | -248.2% | -66.9% |
| All | -47.4% | +3,853.6% | -3,900.9% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling