+271.4%
RMBS vs SMTC
+118.6%
+152.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | +3.5% | +22.5% | -19.0% | -6.0% |
| 30D | -8.6% | +24.9% | -33.5% | -18.5% |
| 3M | -40.3% | +4.1% | -44.4% | -42.4% |
| 6M | -1.0% | +92.6% | -93.5% | -26.1% |
| YTD | -4.6% | +122.5% | -127.1% | -33.2% |
| 1Y | +17.6% | +166.2% | -148.7% | -23.6% |
| 3Y | +58.6% | +577.2% | -518.5% | -39.7% |
| All | +271.4% | +118.6% | +152.8% | +154.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling