+27.6%
SMTC vs RNG
-72.1%
+99.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | +11.0% | +4.6% | +6.4% | +10.0% |
| 30D | -28.5% | +0.4% | -28.9% | -28.4% |
| 3M | -14.2% | +11.4% | -25.6% | -16.8% |
| 6M | -18.0% | +95.7% | -113.7% | -33.1% |
| YTD | +55.5% | +162.9% | -107.4% | +11.2% |
| 1Y | +69.5% | +180.3% | -110.7% | +18.7% |
| 3Y | +699.7% | +188.3% | +511.3% | +429.2% |
| All | +27.6% | -72.1% | +99.6% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling