+53.0%
RSP vs SMTC
+91.8%
-38.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.2% | -9.7% | -1.5% |
| 7D | -0.8% | +12.7% | -13.5% | -2.2% |
| 30D | -0.3% | +22.0% | -22.3% | -3.1% |
| 3M | +4.3% | -12.7% | +16.9% | +4.5% |
| 6M | +8.8% | +64.8% | -56.0% | -0.4% |
| YTD | +15.3% | +100.7% | -85.4% | +2.5% |
| 1Y | +18.3% | +146.9% | -128.6% | +1.7% |
| 3Y | +52.8% | +456.8% | -404.0% | +5.9% |
| All | +53.0% | +91.8% | -38.8% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling