-37.6%
SMCI vs RNG
+179.4%
-217.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.5% | -5.7% |
| 7D | -17.3% | -9.6% | -7.8% | -17.1% |
| 30D | -31.5% | -1.4% | -30.1% | -31.4% |
| 3M | -6.6% | +28.8% | -35.4% | -6.4% |
| 6M | +6.0% | +65.6% | -59.6% | +7.6% |
| YTD | +1.1% | +171.4% | -170.3% | -10.6% |
| 1Y | -37.6% | +185.3% | -222.9% | -47.7% |
| All | -37.6% | +179.4% | -217.0% | -47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling