+98.8%
STM vs RNG
+120.2%
-21.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.6% |
| 7D | -1.1% | -9.6% | +8.5% | -1.5% |
| 30D | -7.8% | +8.8% | -16.6% | -7.4% |
| 3M | -28.2% | +78.6% | -106.8% | -26.3% |
| 6M | +52.0% | +70.3% | -18.3% | +54.7% |
| YTD | +96.4% | +140.3% | -44.0% | +84.3% |
| 1Y | +98.8% | +126.6% | -27.8% | +87.1% |
| All | +98.8% | +120.2% | -21.4% | +87.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling