+601.8%
SMTC vs RNG
+122.1%
+479.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +22.5% | -4.1% | +26.5% | +23.0% |
| 30D | +24.9% | +8.6% | +16.2% | +22.5% |
| 3M | +4.1% | +78.0% | -73.9% | -9.1% |
| 6M | +92.6% | +67.0% | +25.5% | +67.6% |
| YTD | +122.5% | +142.4% | -20.0% | +66.8% |
| 1Y | +166.2% | +120.4% | +45.8% | +104.8% |
| All | +601.8% | +122.1% | +479.7% | +387.9% |
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