+97.4%
STM vs RIG
+85.2%
+12.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | +5.2% | -2.7% | +7.9% | +5.6% |
| 30D | -7.4% | +9.5% | -16.9% | -8.7% |
| 3M | -30.6% | -6.6% | -24.0% | -30.3% |
| 6M | +66.4% | -2.9% | +69.2% | +64.3% |
| YTD | +101.1% | +39.5% | +61.7% | +93.0% |
| 1Y | +97.4% | +82.3% | +15.1% | +87.1% |
| All | +97.4% | +85.2% | +12.2% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RIG 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling