+1,127.7%
RSP vs SMTC
+834.8%
+292.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.2% | -9.7% | -2.5% |
| 7D | -0.8% | +12.7% | -13.5% | -3.5% |
| 30D | -0.3% | +22.0% | -22.3% | -5.9% |
| 3M | +4.3% | -12.7% | +16.9% | +4.2% |
| 6M | +8.8% | +64.8% | -56.0% | -8.3% |
| YTD | +15.3% | +100.7% | -85.4% | -8.0% |
| 1Y | +18.3% | +146.9% | -128.6% | -11.4% |
| 3Y | +52.8% | +456.8% | -404.0% | -21.8% |
| 5Y | +51.7% | +89.2% | -37.5% | +1.0% |
| 10Y | +208.5% | +426.9% | -218.4% | +34.9% |
| All | +1,127.7% | +834.8% | +292.9% | +275.6% |
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 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