+1,570.1%
SMTC vs RBA
+4,003.4%
-2,433.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.3% | +14.1% | +13.2% |
| 7D | -19.0% | +4.3% | -23.2% | -20.3% |
| 30D | -46.7% | +16.3% | -63.1% | -49.7% |
| 3M | -23.4% | +1.3% | -24.7% | -24.8% |
| 6M | -13.4% | -11.1% | -2.3% | -11.7% |
| YTD | +40.1% | -8.5% | +48.5% | +40.8% |
| 1Y | +47.7% | -2.1% | +49.8% | +45.2% |
| 3Y | +606.9% | +44.6% | +562.4% | +507.1% |
| 5Y | +14.4% | +36.8% | -22.4% | -2.0% |
| 10Y | +322.5% | +227.3% | +95.2% | +168.9% |
| All | +1,570.1% | +4,003.4% | -2,433.3% | +401.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling