+14.0%
SMTC vs RBA
+37.7%
-23.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.3% | +14.1% | +13.2% |
| 7D | -19.0% | +4.3% | -23.2% | -20.4% |
| 30D | -46.7% | +16.3% | -63.1% | -50.0% |
| 3M | -23.4% | +1.3% | -24.7% | -24.6% |
| 6M | -13.4% | -11.1% | -2.3% | -10.8% |
| YTD | +40.1% | -8.5% | +48.5% | +41.4% |
| 1Y | +47.7% | -2.1% | +49.8% | +44.6% |
| 3Y | +606.9% | +44.6% | +562.4% | +487.6% |
| All | +14.0% | +37.7% | -23.7% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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