+390.2%
SMTC vs RNG
+327.7%
+62.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.9% | +13.1% | +10.2% |
| 7D | +12.7% | +5.8% | +7.0% | +11.0% |
| 30D | +22.0% | +19.6% | +2.4% | +15.7% |
| 3M | -12.7% | +67.0% | -79.7% | -26.4% |
| 6M | +64.8% | +88.4% | -23.6% | +31.6% |
| YTD | +100.7% | +155.5% | -54.8% | +42.2% |
| 1Y | +146.9% | +141.7% | +5.2% | +76.1% |
| 3Y | +456.8% | +131.1% | +325.7% | +288.7% |
| 5Y | +89.2% | -70.6% | +159.8% | +113.8% |
| 10Y | +426.9% | +228.2% | +198.6% | +177.0% |
| All | +390.2% | +327.7% | +62.5% | +134.9% |
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 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