+279.8%
SMTC vs RNG
+340.1%
-60.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | +11.0% | +4.6% | +6.4% | +9.8% |
| 30D | -28.5% | +0.4% | -28.9% | -28.4% |
| 3M | -14.2% | +11.4% | -25.6% | -17.2% |
| 6M | -18.0% | +95.7% | -113.7% | -34.6% |
| YTD | +55.5% | +162.9% | -107.4% | +9.0% |
| 1Y | +69.5% | +180.3% | -110.7% | +16.4% |
| 3Y | +699.7% | +188.3% | +511.3% | +421.4% |
| 5Y | +27.4% | -72.5% | +99.9% | +48.4% |
| 10Y | +335.7% | +236.7% | +99.0% | +127.1% |
| All | +279.8% | +340.1% | -60.3% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling