+114.7%
SMTC vs RNG
-70.1%
+184.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.1% | -2.8% |
| 7D | +17.5% | -9.6% | +27.1% | +19.9% |
| 30D | +21.3% | +8.8% | +12.5% | +18.3% |
| 3M | +3.1% | +78.6% | -75.5% | -12.8% |
| 6M | +81.7% | +70.3% | +11.4% | +52.9% |
| YTD | +115.9% | +140.3% | -24.4% | +59.9% |
| 1Y | +157.8% | +126.6% | +31.2% | +92.6% |
| 3Y | +557.3% | +120.2% | +437.1% | +375.6% |
| 5Y | +114.7% | -68.3% | +183.0% | +114.8% |
| All | +114.7% | -70.1% | +184.8% | +114.8% |
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