+3,299.4%
STX vs RNG
+327.7%
+2,971.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.9% | +10.2% | +6.9% |
| 7D | +2.4% | +5.8% | -3.4% | +1.4% |
| 30D | +1.4% | +19.6% | -18.2% | -1.6% |
| 3M | -8.2% | +67.0% | -75.2% | -16.9% |
| 6M | +127.0% | +88.4% | +38.7% | +99.2% |
| YTD | +209.1% | +155.5% | +53.7% | +152.5% |
| 1Y | +365.4% | +141.7% | +223.8% | +282.4% |
| 3Y | +1,135.4% | +131.1% | +1,004.3% | +883.0% |
| 5Y | +991.5% | -70.6% | +1,062.1% | +1,060.7% |
| 10Y | +3,695.8% | +228.2% | +3,467.6% | +2,145.1% |
| All | +3,299.4% | +327.7% | +2,971.7% | +1,812.4% |
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 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