+6,906.6%
STRL vs RNG
+223.4%
+6,683.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | +5.4% | -9.6% | +15.0% | +6.5% |
| 30D | -9.0% | +8.8% | -17.8% | -10.0% |
| 3M | -37.1% | +78.6% | -115.7% | -42.2% |
| 6M | +17.8% | +70.3% | -52.5% | +7.8% |
| YTD | +58.3% | +140.3% | -82.0% | +35.9% |
| 1Y | +61.0% | +126.6% | -65.6% | +39.1% |
| 3Y | +517.8% | +120.2% | +397.6% | +423.2% |
| 5Y | +2,119.0% | -68.3% | +2,187.3% | +2,274.1% |
| All | +6,906.6% | +223.4% | +6,683.2% | +3,622.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling