+310.7%
STT vs RNG
+327.7%
-17.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.7% |
| 7D | +0.5% | +5.8% | -5.3% | -0.4% |
| 30D | +3.9% | +19.6% | -15.8% | +1.0% |
| 3M | +20.0% | +67.0% | -47.1% | +10.0% |
| 6M | +55.3% | +88.4% | -33.1% | +38.3% |
| YTD | +53.3% | +155.5% | -102.1% | +28.3% |
| 1Y | +74.7% | +141.7% | -67.0% | +47.0% |
| 3Y | +205.8% | +131.1% | +74.7% | +151.3% |
| 5Y | +145.0% | -70.6% | +215.6% | +152.4% |
| 10Y | +266.0% | +228.2% | +37.8% | +110.1% |
| All | +310.7% | +327.7% | -17.0% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling