+583.5%
RVMD vs SMTC
+112.1%
+471.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.5% |
| 7D | -3.6% | +17.5% | -21.1% | -7.0% |
| 30D | -1.1% | +21.3% | -22.4% | -5.7% |
| 3M | +41.0% | +3.1% | +37.9% | +36.9% |
| 6M | +105.7% | +81.7% | +24.0% | +72.7% |
| YTD | +155.3% | +115.9% | +39.4% | +104.9% |
| 1Y | +402.7% | +157.8% | +244.9% | +283.1% |
| 3Y | +533.1% | +557.3% | -24.2% | +213.2% |
| 5Y | +583.5% | +114.7% | +468.9% | +511.2% |
| All | +583.5% | +112.1% | +471.4% | +511.2% |
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