+664.5%
STM vs RNG
+215.2%
+449.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +1.7% | -4.1% | +5.7% | +2.5% |
| 30D | -5.2% | +8.6% | -13.8% | -7.2% |
| 3M | -29.6% | +78.0% | -107.6% | -40.2% |
| 6M | +54.4% | +67.0% | -12.7% | +30.5% |
| YTD | +99.5% | +142.4% | -42.9% | +48.5% |
| 1Y | +100.8% | +120.4% | -19.7% | +52.7% |
| 3Y | +20.2% | +122.1% | -102.0% | -13.3% |
| 5Y | +21.1% | -69.8% | +91.0% | +33.4% |
| 10Y | +664.5% | +223.4% | +441.1% | +346.8% |
| All | +664.5% | +215.2% | +449.3% | +346.8% |
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