+122.3%
RNG vs SFM
+80.7%
+41.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.7% |
| 7D | -9.6% | -8.8% | -0.8% | -8.6% |
| 30D | +8.8% | -14.5% | +23.3% | +10.6% |
| 3M | +78.6% | -16.8% | +95.5% | +81.6% |
| 6M | +70.3% | -5.3% | +75.6% | +68.6% |
| YTD | +140.3% | -9.4% | +149.7% | +139.6% |
| 1Y | +126.6% | -46.2% | +172.8% | +150.7% |
| All | +122.3% | +80.7% | +41.6% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling