+141.7%
RNG vs SFM
-41.4%
+183.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.9% | -6.8% | -3.8% |
| 7D | +5.8% | -0.1% | +5.9% | +5.8% |
| 30D | +19.6% | -4.4% | +24.0% | +19.5% |
| 3M | +67.0% | +1.5% | +65.5% | +66.4% |
| 6M | +88.4% | +6.5% | +81.9% | +86.6% |
| YTD | +155.5% | +2.2% | +153.3% | +153.5% |
| 1Y | +141.7% | -41.9% | +183.6% | +145.6% |
| All | +141.7% | -41.4% | +183.1% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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