+15.7%
STM vs RIG
-32.0%
+47.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +2.5% |
| 7D | +5.8% | +0.9% | +4.9% | +5.5% |
| 30D | -1.0% | +13.8% | -14.8% | -3.8% |
| 3M | -33.3% | -6.4% | -26.9% | -32.6% |
| 6M | +57.4% | -8.2% | +65.5% | +58.1% |
| YTD | +102.2% | +41.6% | +60.5% | +84.8% |
| 1Y | +99.6% | +88.7% | +10.9% | +69.6% |
| All | +15.7% | -32.0% | +47.7% | -1.0% |
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