+10,266.7%
RTX vs SMTC
+62,999.7%
-52,733.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.2% | -9.9% | -1.5% |
| 7D | -5.2% | +12.7% | -17.9% | -6.3% |
| 30D | -9.4% | +22.0% | -31.4% | -11.5% |
| 3M | +12.3% | -12.7% | +25.0% | +12.2% |
| 6M | -3.1% | +64.8% | -67.9% | -9.8% |
| YTD | +10.7% | +100.7% | -90.0% | +0.9% |
| 1Y | +28.4% | +146.9% | -118.5% | +14.2% |
| 3Y | +147.1% | +456.8% | -309.8% | +91.1% |
| 5Y | +167.2% | +89.2% | +78.0% | +125.9% |
| 10Y | +274.7% | +426.9% | -152.1% | +182.4% |
| All | +10,266.7% | +62,999.7% | -52,733.0% | +6,302.3% |
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