+13.3%
RMBS vs SMTC
+154.8%
-141.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -7.9% | -4.3% |
| 7D | -0.3% | +12.7% | -13.1% | -7.7% |
| 30D | -12.2% | +22.0% | -34.1% | -24.5% |
| 3M | -49.5% | -12.7% | -36.9% | -46.4% |
| 6M | -7.1% | +64.8% | -71.9% | -31.9% |
| YTD | -7.0% | +100.7% | -107.7% | -39.1% |
| 1Y | +13.3% | +146.9% | -133.5% | -27.4% |
| All | +13.3% | +154.8% | -141.4% | -27.4% |
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