+134.2%
RBRK vs SMTC
+399.8%
-265.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.1% | -7.6% | -3.7% |
| 7D | -7.5% | +13.1% | -20.6% | -10.2% |
| 30D | -10.4% | +19.5% | -29.9% | -14.6% |
| 3M | +21.3% | +2.2% | +19.0% | +17.6% |
| 6M | +50.6% | +94.9% | -44.2% | +19.4% |
| YTD | +13.3% | +127.0% | -113.7% | -14.7% |
| 1Y | +11.2% | +174.6% | -163.3% | -21.2% |
| All | +134.2% | +399.8% | -265.6% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling