+22.5%
STM vs RNG
-70.8%
+93.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.8% | +0.4% |
| 7D | +5.2% | -0.8% | +6.0% | +5.3% |
| 30D | -7.4% | +11.4% | -18.8% | -9.6% |
| 3M | -30.6% | +72.1% | -102.7% | -39.5% |
| 6M | +66.4% | +67.9% | -1.6% | +43.0% |
| YTD | +101.1% | +144.3% | -43.2% | +52.6% |
| 1Y | +97.4% | +117.5% | -20.2% | +53.9% |
| 3Y | +21.1% | +123.9% | -102.7% | -11.2% |
| 5Y | +22.5% | -70.1% | +92.6% | +21.2% |
| All | +22.5% | -70.8% | +93.2% | +21.2% |
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