+617.4%
RVMD vs SMTC
+217.1%
+400.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.0% | -11.2% | -3.8% |
| 7D | -1.2% | +22.9% | -24.2% | -6.5% |
| 30D | +1.1% | +16.6% | -15.6% | -3.8% |
| 3M | +39.6% | +2.4% | +37.2% | +34.9% |
| 6M | +110.7% | +98.3% | +12.4% | +66.9% |
| YTD | +160.3% | +120.7% | +39.6% | +98.6% |
| 1Y | +404.9% | +168.3% | +236.7% | +259.9% |
| 3Y | +545.5% | +571.7% | -26.3% | +180.5% |
| 5Y | +584.7% | +114.0% | +470.7% | +369.1% |
| All | +617.4% | +217.1% | +400.3% | +254.4% |
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