+610.7%
STM vs RNG
+327.7%
+283.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.8% | +2.8% |
| 7D | +5.8% | +5.8% | 0.0% | +4.4% |
| 30D | -1.0% | +19.6% | -20.6% | -5.3% |
| 3M | -33.3% | +67.0% | -100.3% | -42.3% |
| 6M | +57.4% | +88.4% | -31.0% | +29.1% |
| YTD | +102.2% | +155.5% | -53.3% | +49.5% |
| 1Y | +99.6% | +141.7% | -42.1% | +49.1% |
| 3Y | +14.5% | +131.1% | -116.6% | -17.5% |
| 5Y | +21.4% | -70.6% | +92.0% | +33.5% |
| 10Y | +695.0% | +228.2% | +466.7% | +342.6% |
| All | +610.7% | +327.7% | +283.0% | +258.7% |
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