+20.1%
SM vs RNG
+223.4%
-203.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +2.1% | -9.6% | +11.7% | +3.4% |
| 30D | +18.1% | +8.8% | +9.3% | +16.7% |
| 3M | +17.0% | +78.6% | -61.6% | +7.1% |
| 6M | +55.4% | +70.3% | -14.9% | +42.3% |
| YTD | +108.6% | +140.3% | -31.8% | +79.8% |
| 1Y | +45.7% | +126.6% | -80.9% | +26.4% |
| 3Y | -0.3% | +120.2% | -120.5% | -15.5% |
| 5Y | +113.0% | -68.3% | +181.3% | +111.8% |
| All | +20.1% | +223.4% | -203.3% | -33.9% |
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 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