+230.8%
RDW vs SMTC
+579.3%
-348.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.1% | -7.4% | -4.3% |
| 7D | +0.9% | +13.1% | -12.2% | -4.0% |
| 30D | -21.3% | +19.5% | -40.7% | -27.5% |
| 3M | -37.9% | +2.2% | -40.1% | -40.1% |
| 6M | +12.3% | +94.9% | -82.6% | -13.2% |
| YTD | +39.7% | +127.0% | -87.2% | +2.2% |
| 1Y | +25.7% | +174.6% | -148.9% | -13.9% |
| 3Y | +230.8% | +615.9% | -385.1% | +71.1% |
| All | +230.8% | +579.3% | -348.4% | +71.1% |
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