+1,770.3%
SMCI vs RNG
+222.9%
+1,547.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.3% |
| 7D | +1.3% | -6.1% | +7.4% | +2.4% |
| 30D | +6.6% | +9.6% | -3.0% | +4.7% |
| 3M | +25.4% | +83.3% | -57.9% | +10.1% |
| 6M | +26.1% | +77.9% | -51.8% | +10.2% |
| YTD | +37.0% | +139.9% | -102.9% | +10.7% |
| 1Y | -8.8% | +121.7% | -130.4% | -25.3% |
| 3Y | +44.6% | +121.9% | -77.3% | +14.4% |
| 5Y | +995.9% | -68.4% | +1,064.3% | +1,025.5% |
| All | +1,770.3% | +222.9% | +1,547.5% | +983.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling