-45.9%
SM vs RNG
+327.7%
-373.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -1.9% |
| 7D | +0.1% | +5.8% | -5.7% | -0.8% |
| 30D | +26.3% | +19.6% | +6.7% | +22.9% |
| 3M | +8.7% | +67.0% | -58.3% | -0.6% |
| 6M | +51.7% | +88.4% | -36.7% | +35.1% |
| YTD | +99.0% | +155.5% | -56.4% | +66.6% |
| 1Y | +34.6% | +141.7% | -107.1% | +13.3% |
| 3Y | -7.8% | +131.1% | -138.8% | -24.1% |
| 5Y | +104.8% | -70.6% | +175.4% | +113.7% |
| 10Y | +7.2% | +228.2% | -221.0% | -43.9% |
| All | -45.9% | +327.7% | -373.6% | -74.5% |
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 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