+98.3%
STM vs RIG
+34.1%
+64.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.6% | -0.2% |
| 7D | +12.0% | +5.7% | +6.3% | +10.7% |
| 30D | -0.4% | -0.7% | +0.4% | -1.0% |
| 3M | -13.2% | -3.1% | -10.0% | -13.6% |
| 6M | -26.1% | -16.3% | -9.8% | -24.9% |
| YTD | +81.2% | +34.1% | +47.0% | +55.1% |
| 1Y | +98.3% | +38.2% | +60.2% | +67.9% |
| All | +98.3% | +34.1% | +64.2% | +67.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling