-8.8%
SMCI vs RNG
+128.1%
-136.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.3% |
| 7D | +1.3% | -6.1% | +7.4% | +1.4% |
| 30D | +6.6% | +9.6% | -3.0% | +6.4% |
| 3M | +25.4% | +83.3% | -57.9% | +22.9% |
| 6M | +26.1% | +77.9% | -51.8% | +23.2% |
| YTD | +37.0% | +139.9% | -102.9% | +22.1% |
| 1Y | -8.8% | +121.7% | -130.4% | -20.0% |
| All | -8.8% | +128.1% | -136.8% | -20.0% |
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