-40.5%
RIG vs STT
+4,351.6%
-4,392.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | +0.9% | +0.5% | +0.4% | +0.6% |
| 30D | +13.8% | +3.9% | +10.0% | +11.8% |
| 3M | -6.4% | +20.0% | -26.4% | -13.7% |
| 6M | -8.2% | +55.3% | -63.5% | -24.4% |
| YTD | +41.6% | +53.3% | -11.7% | +17.2% |
| 1Y | +88.7% | +74.7% | +14.0% | +47.5% |
| 3Y | -30.9% | +205.8% | -236.7% | -56.9% |
| 5Y | +57.7% | +145.0% | -87.3% | +6.6% |
| 10Y | -39.3% | +266.0% | -305.3% | -62.2% |
| All | -40.5% | +4,351.6% | -4,392.1% | -82.5% |
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