+987.3%
RMBS vs SMTC
+2,955.7%
-1,968.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | -1.2% |
| 7D | +10.3% | +11.0% | -0.7% | +4.6% |
| 30D | -10.7% | -28.5% | +17.8% | +3.9% |
| 3M | -17.2% | -14.2% | -3.0% | -14.2% |
| 6M | -39.0% | -18.0% | -21.0% | -35.4% |
| YTD | -10.5% | +55.5% | -66.0% | -31.2% |
| 1Y | -11.0% | +69.5% | -80.5% | -34.4% |
| 3Y | +31.3% | +699.7% | -668.3% | -61.9% |
| 5Y | +242.8% | +27.4% | +215.4% | +122.0% |
| 10Y | +536.9% | +335.7% | +201.2% | +97.4% |
| All | +987.3% | +2,955.7% | -1,968.4% | +85.1% |
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 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