+442.1%
RVMD vs SMTC
+26.3%
+415.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.5% |
| 7D | -10.4% | +11.0% | -21.4% | -12.6% |
| 30D | -11.0% | -28.5% | +17.5% | -6.1% |
| 3M | -14.7% | -14.2% | -0.5% | -14.8% |
| 6M | +14.9% | -18.0% | +32.9% | +13.1% |
| YTD | +116.3% | +55.5% | +60.8% | +81.7% |
| 1Y | +167.6% | +69.5% | +98.1% | +119.7% |
| 3Y | +776.8% | +699.7% | +77.1% | +293.7% |
| All | +442.1% | +26.3% | +415.8% | +459.1% |
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