+183.1%
STT vs RNG
+179.0%
+4.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.1% |
| 7D | +4.8% | +4.6% | +0.2% | +4.3% |
| 30D | +3.9% | +0.4% | +3.5% | +3.8% |
| 3M | -8.2% | +11.4% | -19.6% | -9.4% |
| 6M | +15.6% | +95.7% | -80.1% | +5.9% |
| YTD | +37.6% | +162.9% | -125.3% | +17.6% |
| 1Y | +50.1% | +180.3% | -130.1% | +26.5% |
| 3Y | +183.1% | +188.3% | -5.3% | +129.1% |
| All | +183.1% | +179.0% | +4.0% | +129.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling