+112.2%
SM vs RNG
-70.2%
+182.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -0.2% | -4.1% | +3.8% | +0.3% |
| 30D | +20.3% | +8.6% | +11.6% | +18.7% |
| 3M | +22.9% | +78.0% | -55.0% | +11.9% |
| 6M | +47.8% | +67.0% | -19.2% | +35.0% |
| YTD | +107.5% | +142.4% | -35.0% | +76.2% |
| 1Y | +51.7% | +120.4% | -68.7% | +30.5% |
| 3Y | -0.9% | +122.1% | -123.0% | -17.6% |
| 5Y | +112.2% | -69.8% | +182.1% | +106.2% |
| All | +112.2% | -70.2% | +182.5% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling