+11.1%
SMR vs RNG
-45.6%
+56.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -4.4% | +19.6% | +16.2% |
| 7D | +21.4% | -0.8% | +22.2% | +21.4% |
| 30D | +13.8% | +11.4% | +2.5% | +11.0% |
| 3M | +3.9% | +72.1% | -68.2% | -9.6% |
| 6M | -4.2% | +67.9% | -72.1% | -17.3% |
| YTD | -21.1% | +144.3% | -165.4% | -40.1% |
| 1Y | -67.1% | +117.5% | -184.6% | -74.2% |
| 3Y | +88.9% | +123.9% | -35.0% | +45.3% |
| All | +11.1% | -45.6% | +56.7% | -15.4% |
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