+1,120.7%
STLD vs RNG
+217.7%
+903.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.6% | -0.2% |
| 7D | +2.7% | -0.8% | +3.5% | +2.7% |
| 30D | -8.4% | +11.4% | -19.8% | -9.7% |
| 3M | -9.9% | +72.1% | -81.9% | -16.0% |
| 6M | +33.0% | +67.9% | -34.9% | +23.4% |
| YTD | +42.6% | +144.3% | -101.8% | +24.4% |
| 1Y | +80.8% | +117.5% | -36.8% | +59.9% |
| 3Y | +143.4% | +123.9% | +19.5% | +109.8% |
| 5Y | +293.4% | -70.1% | +363.5% | +298.4% |
| All | +1,120.7% | +217.7% | +903.0% | +594.4% |
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