+180.6%
RCL vs SMTC
+514.4%
-333.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.2% | -9.4% | -1.8% |
| 7D | -5.1% | +12.7% | -17.8% | -7.2% |
| 30D | -19.0% | +22.0% | -41.0% | -22.7% |
| 3M | -9.6% | -12.7% | +3.1% | -9.1% |
| 6M | -6.7% | +64.8% | -71.5% | -19.0% |
| YTD | -3.9% | +100.7% | -104.6% | -20.2% |
| 1Y | -25.1% | +146.9% | -172.0% | -41.1% |
| All | +180.6% | +514.4% | -333.8% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling