+195.6%
STT vs RNG
+122.1%
+73.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +1.0% | -4.1% | +5.0% | +1.4% |
| 30D | +2.8% | +8.6% | -5.9% | +1.7% |
| 3M | +18.1% | +78.0% | -59.8% | +9.4% |
| 6M | +59.2% | +67.0% | -7.8% | +47.4% |
| YTD | +51.5% | +142.4% | -91.0% | +30.0% |
| 1Y | +75.7% | +120.4% | -44.8% | +52.9% |
| All | +195.6% | +122.1% | +73.5% | +141.1% |
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