+354.4%
RMD vs SMTC
+351.6%
+2.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +1.0% |
| 7D | +0.1% | +30.5% | -30.4% | -3.6% |
| 30D | +1.9% | -30.9% | +32.8% | +5.8% |
| 3M | +6.3% | -14.7% | +21.0% | +5.7% |
| 6M | +18.2% | -9.6% | +27.8% | +13.8% |
| YTD | +0.3% | +62.1% | -61.8% | -14.2% |
| 1Y | -4.3% | +66.6% | -70.8% | -18.8% |
| 3Y | +71.3% | +718.1% | -646.8% | -8.6% |
| 5Y | -1.8% | +32.8% | -34.6% | -19.7% |
| All | +354.4% | +351.6% | +2.8% | +176.7% |
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