+50.6%
RBRK vs SMTC
+91.7%
-41.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.1% | -7.6% | -2.9% |
| 7D | -7.5% | +13.1% | -20.6% | -8.3% |
| 30D | -10.4% | +19.5% | -29.9% | -11.5% |
| 3M | +21.3% | +2.2% | +19.0% | +19.6% |
| 6M | +50.6% | +94.9% | -44.2% | +31.0% |
| All | +50.6% | +91.7% | -41.1% | +31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling