+740.9%
STLD vs RNG
+234.5%
+506.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.2% |
| 7D | +2.9% | +4.6% | -1.7% | +2.4% |
| 30D | -5.6% | +0.4% | -6.0% | -5.7% |
| 3M | -11.7% | +11.4% | -23.1% | -13.0% |
| 6M | -2.8% | +95.7% | -98.5% | -11.2% |
| YTD | +36.4% | +162.9% | -126.4% | +17.9% |
| 1Y | +50.0% | +180.3% | -130.3% | +28.5% |
| 3Y | +122.3% | +188.3% | -66.0% | +86.3% |
| 5Y | +273.2% | -72.5% | +345.7% | +281.7% |
| All | +740.9% | +234.5% | +506.4% | +384.1% |
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