+288.5%
STLD vs RNG
-70.1%
+358.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -3.6% | -9.6% | +5.9% | -2.5% |
| 30D | -10.1% | +8.8% | -18.9% | -11.1% |
| 3M | -11.4% | +78.6% | -90.1% | -17.8% |
| 6M | +30.8% | +70.3% | -39.5% | +21.2% |
| YTD | +40.7% | +140.3% | -99.7% | +22.7% |
| 1Y | +80.8% | +126.6% | -45.8% | +58.7% |
| 3Y | +140.2% | +120.2% | +19.9% | +106.6% |
| 5Y | +288.5% | -68.3% | +356.8% | +249.4% |
| All | +288.5% | -70.1% | +358.6% | +249.4% |
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 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