-39.0%
RMBS vs SMTC
-17.9%
-21.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | -0.9% |
| 7D | +10.3% | +11.0% | -0.7% | +3.4% |
| 30D | -10.7% | -28.5% | +17.8% | +5.8% |
| 3M | -17.2% | -14.2% | -3.0% | -16.7% |
| 6M | -39.0% | -18.0% | -21.0% | -38.9% |
| All | -39.0% | -17.9% | -21.1% | -38.9% |
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