+174.6%
SMTC vs RNG
+128.1%
+46.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.1% |
| 7D | +13.1% | -6.1% | +19.2% | +12.3% |
| 30D | +19.5% | +9.6% | +9.9% | +20.7% |
| 3M | +2.2% | +83.3% | -81.1% | +7.4% |
| 6M | +94.9% | +77.9% | +16.9% | +102.3% |
| YTD | +127.0% | +139.9% | -13.0% | +134.1% |
| 1Y | +174.6% | +121.7% | +52.9% | +160.9% |
| All | +174.6% | +128.1% | +46.5% | +160.9% |
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 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