-1.4%
SM vs RNG
+120.7%
-122.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.4% | +8.0% | +4.2% |
| 7D | -0.2% | -0.8% | +0.7% | -0.1% |
| 30D | +31.5% | +11.4% | +20.1% | +29.4% |
| 3M | +17.3% | +72.1% | -54.8% | +7.3% |
| 6M | +48.5% | +67.9% | -19.4% | +35.5% |
| YTD | +106.3% | +144.3% | -38.1% | +72.3% |
| 1Y | +47.3% | +117.5% | -70.2% | +25.7% |
| 3Y | -1.4% | +123.9% | -125.3% | -23.4% |
| All | -1.4% | +120.7% | -122.1% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling