-0.2%
SM vs RNG
-71.9%
+71.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.1% | +5.2% |
| 7D | +0.3% | -3.5% | +3.8% | +0.9% |
| 30D | -17.3% | -3.8% | -13.6% | -17.0% |
| 3M | -3.6% | +18.6% | -22.1% | -6.4% |
| 6M | +2.9% | +69.2% | -66.3% | -6.6% |
| YTD | +70.2% | +161.9% | -91.7% | +40.6% |
| 1Y | +66.5% | +176.2% | -109.7% | +36.0% |
| 3Y | -8.2% | +174.5% | -182.7% | -27.4% |
| All | -0.2% | -71.9% | +71.6% | +24.5% |
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 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