-27.1%
RKT vs SMTC
+186.3%
-213.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.1% |
| 7D | -6.3% | +13.1% | -19.3% | -8.6% |
| 30D | -6.2% | +19.5% | -25.6% | -10.2% |
| 3M | -1.9% | +2.2% | -4.1% | -4.8% |
| 6M | -13.0% | +94.9% | -107.9% | -27.9% |
| YTD | -31.9% | +127.0% | -158.9% | -45.6% |
| 1Y | -37.6% | +174.6% | -212.1% | -52.6% |
| 3Y | +36.8% | +615.9% | -579.1% | -32.6% |
| 5Y | -9.7% | +125.6% | -135.3% | -40.4% |
| All | -27.1% | +186.3% | -213.4% | -60.0% |
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 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