+215.0%
RNG vs SFM
+271.4%
-56.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.3% |
| 7D | -6.1% | -10.6% | +4.5% | -4.9% |
| 30D | +9.6% | -15.5% | +25.1% | +11.5% |
| 3M | +83.3% | -17.4% | +100.8% | +86.6% |
| 6M | +77.9% | -3.4% | +81.4% | +76.8% |
| YTD | +139.9% | -8.7% | +148.6% | +139.7% |
| 1Y | +121.7% | -47.2% | +168.8% | +136.0% |
| 3Y | +121.9% | +82.7% | +39.1% | +103.4% |
| 5Y | -68.4% | +214.3% | -282.7% | -72.4% |
| All | +215.0% | +271.4% | -56.5% | +149.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling