+420.8%
RSG vs SMTC
+548.2%
-127.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | +0.5% |
| 7D | 0.0% | +13.1% | -13.1% | -0.7% |
| 30D | +4.0% | +19.5% | -15.5% | +2.6% |
| 3M | +7.4% | +2.2% | +5.1% | +6.5% |
| 6M | +0.1% | +94.9% | -94.8% | -6.1% |
| YTD | +6.0% | +127.0% | -120.9% | -2.1% |
| 1Y | -3.0% | +174.6% | -177.5% | -12.3% |
| 3Y | +56.5% | +615.9% | -559.4% | +19.3% |
| 5Y | +90.9% | +125.6% | -34.7% | +68.5% |
| All | +420.8% | +548.2% | -127.4% | +276.6% |
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