+350.2%
RCL vs SMTC
+493.3%
-143.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.0% | -10.2% | -3.4% |
| 7D | -0.5% | +22.9% | -23.4% | -7.1% |
| 30D | -17.3% | +16.6% | -34.0% | -22.6% |
| 3M | -2.8% | +2.4% | -5.2% | -7.7% |
| 6M | -4.4% | +98.3% | -102.7% | -29.6% |
| YTD | -4.2% | +120.7% | -124.9% | -32.5% |
| 1Y | -23.4% | +168.3% | -191.6% | -50.8% |
| 3Y | +179.4% | +571.7% | -392.3% | -0.3% |
| 5Y | +238.8% | +114.0% | +124.8% | +99.6% |
| 10Y | +350.2% | +497.0% | -146.8% | +82.7% |
| All | +350.2% | +493.3% | -143.1% | +82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling