+1,909.4%
STX vs RNG
+328.0%
+1,581.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -17.3% | -6.0% | -11.3% | -16.4% |
| 30D | -35.9% | -7.4% | -28.6% | -35.0% |
| 3M | -37.3% | +14.6% | -51.9% | -38.7% |
| 6M | -35.8% | +61.5% | -97.3% | -41.7% |
| YTD | +82.7% | +155.7% | -72.9% | +49.4% |
| 1Y | +71.6% | +172.5% | -100.8% | +38.6% |
| 3Y | +635.3% | +168.0% | +467.3% | +471.0% |
| 5Y | +483.8% | -73.8% | +557.5% | +537.4% |
| 10Y | +1,967.8% | +240.3% | +1,727.5% | +1,118.1% |
| All | +1,909.4% | +328.0% | +1,581.4% | +1,031.2% |
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 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