+11.1%
RDW vs SMTC
+70.8%
-59.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -12.9% | +8.0% | +1.6% |
| 7D | -14.3% | -24.5% | +10.2% | -1.6% |
| 30D | -26.0% | -42.5% | +16.5% | -3.4% |
| 3M | -27.4% | -14.1% | -13.3% | -26.8% |
| 6M | -10.6% | +3.6% | -14.3% | -17.1% |
| YTD | +1.6% | +50.6% | -49.0% | -23.7% |
| 1Y | +11.1% | +72.2% | -61.2% | -22.0% |
| All | +11.1% | +70.8% | -59.8% | -22.0% |
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 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