+530.1%
SMTC vs RNG
+222.9%
+307.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.1% |
| 7D | +13.1% | -6.1% | +19.2% | +14.8% |
| 30D | +19.5% | +9.6% | +9.9% | +15.7% |
| 3M | +2.2% | +83.3% | -81.1% | -16.6% |
| 6M | +94.9% | +77.9% | +16.9% | +57.3% |
| YTD | +127.0% | +139.9% | -13.0% | +61.6% |
| 1Y | +174.6% | +121.7% | +52.9% | +98.6% |
| 3Y | +615.9% | +121.9% | +494.1% | +397.5% |
| 5Y | +125.6% | -68.4% | +194.0% | +153.5% |
| All | +530.1% | +222.9% | +307.3% | +188.9% |
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