+530.5%
STM vs RNG
+338.4%
+192.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.9% |
| 7D | +1.4% | -3.5% | +5.0% | +2.4% |
| 30D | -8.4% | -3.8% | -4.6% | -7.6% |
| 3M | -15.8% | +18.6% | -34.4% | -19.5% |
| 6M | -22.8% | +69.2% | -92.0% | -34.3% |
| YTD | +79.4% | +161.9% | -82.5% | +31.4% |
| 1Y | +97.0% | +176.2% | -79.2% | +42.1% |
| 3Y | +14.2% | +174.5% | -160.3% | -21.4% |
| 5Y | -4.5% | -71.9% | +67.5% | +7.3% |
| 10Y | +463.1% | +235.4% | +227.7% | +211.9% |
| All | +530.5% | +338.4% | +192.0% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling