+34.6%
SM vs RNG
+144.7%
-110.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -2.4% |
| 7D | +0.1% | +5.8% | -5.7% | -0.1% |
| 30D | +26.3% | +19.6% | +6.7% | +25.5% |
| 3M | +8.7% | +67.0% | -58.3% | +6.2% |
| 6M | +51.7% | +88.4% | -36.7% | +46.8% |
| YTD | +99.0% | +155.5% | -56.4% | +83.7% |
| 1Y | +34.6% | +141.7% | -107.1% | +24.3% |
| All | +34.6% | +144.7% | -110.1% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling