+45.7%
SM vs RNG
+120.2%
-74.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +2.1% | -9.6% | +11.7% | +2.5% |
| 30D | +18.1% | +8.8% | +9.3% | +17.6% |
| 3M | +17.0% | +78.6% | -61.6% | +12.6% |
| 6M | +55.4% | +70.3% | -14.9% | +50.4% |
| YTD | +108.6% | +140.3% | -31.8% | +90.4% |
| 1Y | +45.7% | +126.6% | -80.9% | +35.5% |
| All | +45.7% | +120.2% | -74.5% | +35.5% |
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