+260.3%
STT vs RNG
+223.4%
+36.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.4% | -9.6% | +8.2% | 0.0% |
| 30D | +2.2% | +8.8% | -6.6% | +0.9% |
| 3M | +18.8% | +78.6% | -59.8% | +8.7% |
| 6M | +57.9% | +70.3% | -12.4% | +44.1% |
| YTD | +51.0% | +140.3% | -89.3% | +29.1% |
| 1Y | +77.1% | +126.6% | -49.5% | +52.4% |
| 3Y | +199.8% | +120.2% | +79.6% | +151.7% |
| 5Y | +156.0% | -68.3% | +224.3% | +153.1% |
| All | +260.3% | +223.4% | +36.9% | +113.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling