+1,972.8%
STX vs RNG
+234.5%
+1,738.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | +14.6% | +4.6% | +10.0% | +13.9% |
| 30D | -26.0% | +0.4% | -26.4% | -25.8% |
| 3M | -42.6% | +11.4% | -54.0% | -43.6% |
| 6M | -35.3% | +95.7% | -130.9% | -42.8% |
| YTD | +92.5% | +162.9% | -70.4% | +57.5% |
| 1Y | +102.4% | +180.3% | -77.9% | +63.5% |
| 3Y | +673.8% | +188.3% | +485.5% | +495.9% |
| 5Y | +463.1% | -72.5% | +535.6% | +509.4% |
| All | +1,972.8% | +234.5% | +1,738.4% | +1,071.2% |
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