+72.2%
SMTC vs RNG
+179.4%
-107.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.2% | -12.7% | -12.9% |
| 7D | -24.5% | -9.6% | -14.9% | -25.3% |
| 30D | -42.5% | -1.4% | -41.1% | -42.5% |
| 3M | -14.1% | +28.8% | -42.9% | -11.1% |
| 6M | +3.6% | +65.6% | -62.0% | +11.9% |
| YTD | +50.6% | +171.4% | -120.8% | +57.8% |
| 1Y | +72.2% | +185.3% | -113.1% | +74.3% |
| All | +72.2% | +179.4% | -107.2% | +74.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling