+17.8%
RDW vs SMTC
+86.6%
-68.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +3.2% |
| 7D | +4.8% | +17.5% | -12.7% | -4.8% |
| 30D | -19.5% | +21.3% | -40.8% | -30.0% |
| 3M | -26.9% | +3.1% | -30.0% | -32.1% |
| 6M | +17.8% | +81.7% | -63.9% | -15.5% |
| All | +17.8% | +86.6% | -68.9% | -15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling