+317.2%
RNG vs SFM
+17.8%
+299.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.7% |
| 3M | +11.4% | -37.0% | +48.4% | +17.4% |
| 6M | +95.7% | -41.0% | +136.7% | +107.2% |
| YTD | +162.9% | -34.6% | +197.5% | +172.5% |
| 1Y | +180.3% | -36.3% | +216.5% | +191.4% |
| 3Y | +188.3% | +24.5% | +163.8% | +168.1% |
| 5Y | -72.5% | +115.9% | -188.4% | -76.5% |
| 10Y | +236.7% | +139.5% | +97.2% | +167.2% |
| All | +317.2% | +17.8% | +299.3% | +305.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling