+3,343.4%
STX vs RNG
+222.9%
+3,120.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.6% | -3.7% |
| 7D | -2.3% | -6.1% | +3.8% | -1.4% |
| 30D | -5.5% | +9.6% | -15.1% | -7.0% |
| 3M | -4.3% | +83.3% | -87.6% | -14.7% |
| 6M | +115.6% | +77.9% | +37.7% | +91.5% |
| YTD | +202.2% | +139.9% | +62.3% | +149.7% |
| 1Y | +325.3% | +121.7% | +203.6% | +255.3% |
| 3Y | +1,283.9% | +121.9% | +1,162.0% | +1,008.0% |
| 5Y | +1,048.3% | -68.4% | +1,116.7% | +1,103.1% |
| All | +3,343.4% | +222.9% | +3,120.5% | +1,707.4% |
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