+45.6%
SMH vs RNG
+68.7%
-23.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | 0.0% |
| 7D | +4.3% | -4.1% | +8.4% | +3.9% |
| 30D | +0.9% | +8.6% | -7.8% | +1.9% |
| 3M | -2.8% | +78.0% | -80.8% | +4.6% |
| 6M | +45.6% | +67.0% | -21.4% | +55.2% |
| All | +45.6% | +68.7% | -23.1% | +55.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling