+188.3%
RNG vs SFM
+27.3%
+161.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +4.6% | +6.0% | -1.4% | +4.0% |
| 30D | +0.4% | -19.5% | +19.9% | +2.2% |
| 3M | +11.4% | -37.0% | +48.4% | +16.2% |
| 6M | +95.7% | -41.0% | +136.7% | +104.8% |
| YTD | +162.9% | -34.6% | +197.5% | +169.8% |
| 1Y | +180.3% | -36.3% | +216.5% | +188.7% |
| 3Y | +188.3% | +24.5% | +163.8% | +125.5% |
| All | +188.3% | +27.3% | +161.0% | +125.5% |
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