-72.5%
STLA vs RNG
-74.0%
+1.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.9% | -3.9% |
| 7D | -11.6% | -3.5% | -8.1% | -11.1% |
| 30D | -6.2% | -3.8% | -2.4% | -5.8% |
| 3M | -24.6% | +18.6% | -43.1% | -27.2% |
| 6M | -44.9% | +69.2% | -114.1% | -50.7% |
| YTD | -62.3% | +161.9% | -224.1% | -70.0% |
| 1Y | -61.8% | +176.2% | -238.0% | -70.0% |
| 3Y | -75.3% | +174.5% | -249.9% | -81.3% |
| 5Y | -72.5% | -71.9% | -0.6% | -72.6% |
| All | -72.5% | -74.0% | +1.5% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling