+13.5%
STM vs RNG
+165.4%
-151.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.8% | +6.6% |
| 7D | -5.6% | -6.2% | +0.6% | -4.8% |
| 30D | -14.4% | -8.0% | -6.4% | -13.6% |
| 3M | -20.5% | +15.7% | -36.2% | -21.9% |
| 6M | -24.5% | +60.3% | -84.8% | -29.6% |
| YTD | +72.7% | +153.8% | -81.1% | +39.8% |
| 1Y | +91.0% | +172.2% | -81.1% | +51.3% |
| 3Y | +13.5% | +174.8% | -161.3% | -16.0% |
| All | +13.5% | +165.4% | -151.9% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling