+699.7%
SMTC vs RNG
+179.0%
+520.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | +11.0% | +4.6% | +6.4% | +10.4% |
| 30D | -28.5% | +0.4% | -28.9% | -28.3% |
| 3M | -14.2% | +11.4% | -25.6% | -15.5% |
| 6M | -18.0% | +95.7% | -113.7% | -28.3% |
| YTD | +55.5% | +162.9% | -107.4% | +20.1% |
| 1Y | +69.5% | +180.3% | -110.7% | +27.7% |
| 3Y | +699.7% | +188.3% | +511.3% | +459.9% |
| All | +699.7% | +179.0% | +520.6% | +459.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling