+47.8%
STLA vs RNG
+226.3%
-178.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +0.4% | -4.1% | +4.4% | +1.0% |
| 30D | -5.2% | +8.6% | -13.8% | -6.5% |
| 3M | -24.9% | +78.0% | -102.8% | -32.3% |
| 6M | -25.2% | +67.0% | -92.2% | -32.7% |
| YTD | -51.4% | +142.4% | -193.9% | -59.8% |
| 1Y | -40.7% | +120.4% | -161.1% | -50.1% |
| 3Y | -66.3% | +122.1% | -188.4% | -72.6% |
| 5Y | -63.2% | -69.8% | +6.6% | -62.6% |
| All | +47.8% | +226.3% | -178.4% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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