-71.4%
RNG vs SFM
+116.0%
-187.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +4.6% | +6.0% | -1.4% | +3.8% |
| 30D | +0.4% | -19.5% | +19.9% | +2.8% |
| 3M | +11.4% | -37.0% | +48.4% | +17.7% |
| 6M | +95.7% | -41.0% | +136.7% | +107.7% |
| YTD | +162.9% | -34.6% | +197.5% | +172.4% |
| 1Y | +180.3% | -36.3% | +216.5% | +191.5% |
| 3Y | +188.3% | +24.5% | +163.8% | +154.8% |
| All | -71.4% | +116.0% | -187.3% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling