+4.9%
STM vs RIG
-24.1%
+29.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.7% | +1.7% | +3.9% |
| 7D | -10.7% | -24.5% | +13.8% | -5.7% |
| 30D | -25.7% | -2.8% | -23.0% | -25.6% |
| 3M | -21.6% | +1.6% | -23.1% | -22.5% |
| 6M | -27.8% | -15.9% | -11.9% | -26.2% |
| YTD | +61.8% | +26.9% | +34.9% | +49.7% |
| 1Y | +78.1% | +34.4% | +43.7% | +62.6% |
| 3Y | +4.9% | -21.2% | +26.1% | -5.8% |
| All | +4.9% | -24.1% | +29.0% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling