+1,030.0%
RMBS vs SMTC
+3,843.7%
-2,813.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -7.9% | -3.2% |
| 7D | -0.3% | +12.7% | -13.1% | -6.2% |
| 30D | -12.2% | +22.0% | -34.1% | -21.6% |
| 3M | -49.5% | -12.7% | -36.9% | -46.8% |
| 6M | -7.1% | +64.8% | -71.9% | -28.4% |
| YTD | -7.0% | +100.7% | -107.7% | -35.1% |
| 1Y | +13.3% | +146.9% | -133.6% | -28.8% |
| 3Y | +49.2% | +456.8% | -407.6% | -48.4% |
| 5Y | +250.0% | +89.2% | +160.7% | +91.2% |
| 10Y | +495.1% | +426.9% | +68.3% | +72.7% |
| All | +1,030.0% | +3,843.7% | -2,813.7% | +74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling