-62.1%
STLA vs RNG
-70.8%
+8.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.4% | +1.3% | -2.3% |
| 7D | +0.7% | -0.8% | +1.6% | +0.9% |
| 30D | -2.4% | +11.4% | -13.8% | -4.2% |
| 3M | -23.9% | +72.1% | -96.0% | -31.5% |
| 6M | -24.6% | +67.9% | -92.6% | -32.7% |
| YTD | -50.5% | +144.3% | -194.8% | -59.8% |
| 1Y | -39.8% | +117.5% | -157.4% | -50.1% |
| 3Y | -65.6% | +123.9% | -189.5% | -72.7% |
| 5Y | -62.1% | -70.1% | +8.0% | -63.3% |
| All | -62.1% | -70.8% | +8.7% | -63.3% |
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 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