+2,803.1%
SMCI vs RNG
+305.9%
+2,497.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | +5.2% | -4.1% | +9.3% | +6.0% |
| 30D | +23.7% | +8.6% | +15.1% | +21.4% |
| 3M | -4.2% | +78.0% | -82.2% | -16.5% |
| 6M | +21.7% | +67.0% | -45.3% | +6.2% |
| YTD | +33.0% | +142.4% | -109.4% | +4.9% |
| 1Y | -9.3% | +120.4% | -129.7% | -27.2% |
| 3Y | +38.7% | +122.1% | -83.4% | +6.8% |
| 5Y | +967.2% | -69.8% | +1,037.0% | +1,044.5% |
| 10Y | +1,745.9% | +223.4% | +1,522.5% | +814.7% |
| All | +2,803.1% | +305.9% | +2,497.2% | +1,254.7% |
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 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