+74.7%
STT vs RNG
+144.7%
-70.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.3% |
| 7D | +0.5% | +5.8% | -5.3% | +0.3% |
| 30D | +3.9% | +19.6% | -15.8% | +3.3% |
| 3M | +20.0% | +67.0% | -47.1% | +17.9% |
| 6M | +55.3% | +88.4% | -33.1% | +51.0% |
| YTD | +53.3% | +155.5% | -102.1% | +43.9% |
| 1Y | +74.7% | +141.7% | -67.0% | +62.8% |
| All | +74.7% | +144.7% | -70.0% | +62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling