+1,077.4%
STX vs RNG
-70.2%
+1,147.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.9% |
| 7D | +9.6% | -4.1% | +13.6% | +10.0% |
| 30D | +10.6% | +8.6% | +2.0% | +9.1% |
| 3M | +4.8% | +78.0% | -73.2% | -5.3% |
| 6M | +137.3% | +67.0% | +70.2% | +114.9% |
| YTD | +222.5% | +142.4% | +80.1% | +168.3% |
| 1Y | +366.2% | +120.4% | +245.8% | +293.4% |
| 3Y | +1,352.9% | +122.1% | +1,230.8% | +1,069.0% |
| 5Y | +1,077.4% | -69.8% | +1,147.3% | +1,105.9% |
| All | +1,077.4% | -70.2% | +1,147.7% | +1,105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling