+558.9%
RMBS vs SMTC
+548.2%
+10.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | -0.4% |
| 7D | +1.8% | +13.1% | -11.3% | -4.1% |
| 30D | -13.9% | +19.5% | -33.4% | -21.8% |
| 3M | -39.8% | +2.2% | -42.0% | -41.5% |
| 6M | -6.0% | +94.9% | -100.9% | -31.3% |
| YTD | -5.4% | +127.0% | -132.3% | -35.6% |
| 1Y | -1.8% | +174.6% | -176.4% | -38.6% |
| 3Y | +53.7% | +615.9% | -562.3% | -47.4% |
| 5Y | +268.5% | +125.6% | +142.9% | +106.6% |
| All | +558.9% | +548.2% | +10.6% | +112.2% |
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