+97.9%
STLA vs RNG
+327.7%
-229.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | +1.9% |
| 7D | +2.6% | +5.8% | -3.2% | +1.6% |
| 30D | -1.2% | +19.6% | -20.9% | -4.2% |
| 3M | -24.8% | +67.0% | -91.8% | -31.7% |
| 6M | -25.6% | +88.4% | -113.9% | -34.7% |
| YTD | -48.9% | +155.5% | -204.4% | -58.3% |
| 1Y | -38.8% | +141.7% | -180.4% | -49.6% |
| 3Y | -64.5% | +131.1% | -195.6% | -71.5% |
| 5Y | -62.4% | -70.6% | +8.1% | -61.0% |
| 10Y | +55.4% | +228.2% | -172.8% | -9.9% |
| All | +97.9% | +327.7% | -229.9% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling