+3,216.3%
SMH vs RNG
+305.9%
+2,910.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +4.3% | -4.1% | +8.4% | +5.1% |
| 30D | +0.9% | +8.6% | -7.8% | -1.2% |
| 3M | -2.8% | +78.0% | -80.8% | -16.3% |
| 6M | +45.6% | +67.0% | -21.4% | +25.3% |
| YTD | +59.5% | +142.4% | -83.0% | +22.2% |
| 1Y | +93.4% | +120.4% | -27.0% | +51.1% |
| 3Y | +287.1% | +122.1% | +165.0% | +187.5% |
| 5Y | +338.0% | -69.8% | +407.9% | +380.3% |
| 10Y | +1,876.8% | +223.4% | +1,653.4% | +1,085.6% |
| All | +3,216.3% | +305.9% | +2,910.4% | +1,760.5% |
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