+2,285.7%
STM vs RIG
-32.3%
+2,318.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +2.4% |
| 7D | +5.8% | +0.9% | +4.9% | +5.6% |
| 30D | -1.0% | +13.8% | -14.8% | -3.6% |
| 3M | -33.3% | -6.4% | -26.9% | -32.6% |
| 6M | +57.4% | -8.2% | +65.5% | +58.3% |
| YTD | +102.2% | +41.6% | +60.5% | +86.3% |
| 1Y | +99.6% | +88.7% | +10.9% | +72.1% |
| 3Y | +14.5% | -30.9% | +45.4% | +14.6% |
| 5Y | +21.4% | +57.7% | -36.3% | -5.3% |
| 10Y | +695.0% | -39.3% | +734.2% | +435.6% |
| All | +2,285.7% | -32.3% | +2,318.0% | +1,460.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling