-14.4%
SMR vs RNG
-46.6%
+32.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.2% | -15.5% | -15.6% |
| 7D | -11.2% | -6.1% | -5.1% | -10.2% |
| 30D | -10.2% | +9.6% | -19.8% | -12.1% |
| 3M | -10.0% | +83.3% | -93.4% | -23.0% |
| 6M | -30.5% | +77.9% | -108.4% | -40.8% |
| YTD | -39.2% | +139.9% | -179.2% | -53.7% |
| 1Y | -75.5% | +121.7% | -197.2% | -81.0% |
| 3Y | +45.4% | +121.9% | -76.4% | +12.2% |
| All | -14.4% | -46.6% | +32.1% | -34.6% |
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