-51.4%
SM vs RNG
+340.1%
-391.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | +9.4% | +4.6% | +4.8% | +8.7% |
| 30D | -14.4% | +0.4% | -14.8% | -14.5% |
| 3M | +1.6% | +11.4% | -9.9% | -0.5% |
| 6M | +6.3% | +95.7% | -89.3% | -5.4% |
| YTD | +78.8% | +162.9% | -84.1% | +48.6% |
| 1Y | +83.1% | +180.3% | -97.1% | +50.5% |
| 3Y | -5.9% | +188.3% | -194.3% | -25.1% |
| 5Y | +4.8% | -72.5% | +77.3% | +11.0% |
| 10Y | +17.5% | +236.7% | -219.2% | -38.7% |
| All | -51.4% | +340.1% | -391.5% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling