+63.9%
RBRK vs SMTC
+70.8%
-6.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -12.9% | +15.0% | +3.4% |
| 7D | -12.5% | -24.5% | +12.0% | -10.2% |
| 30D | -3.0% | -42.5% | +39.4% | +1.5% |
| 3M | +46.9% | -14.1% | +61.0% | +45.7% |
| 6M | +105.4% | +3.6% | +101.8% | +86.9% |
| YTD | +55.6% | +50.6% | +5.0% | +19.8% |
| 1Y | +63.9% | +72.2% | -8.3% | +21.3% |
| All | +63.9% | +70.8% | -6.9% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling