-45.9%
RIG vs STT
+3,901.5%
-3,947.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +4.3% | +5.1% | -0.8% | +2.1% |
| 30D | -5.8% | -0.2% | -5.6% | -5.9% |
| 3M | -6.7% | -8.1% | +1.5% | -3.6% |
| 6M | -18.7% | +16.6% | -35.3% | -24.3% |
| YTD | +28.8% | +37.8% | -9.0% | +11.3% |
| 1Y | +28.8% | +46.8% | -18.0% | +8.3% |
| 3Y | -20.0% | +181.2% | -201.2% | -48.4% |
| 5Y | +56.0% | +105.1% | -49.1% | +13.2% |
| 10Y | -48.7% | +202.3% | -251.0% | -65.8% |
| All | -45.9% | +3,901.5% | -3,947.4% | -83.4% |
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