+1,784.4%
SMTC vs RBA
+4,102.2%
-2,317.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.4% | +10.4% | +12.0% |
| 7D | -4.8% | +2.5% | -7.4% | -5.7% |
| 30D | -37.8% | +11.6% | -49.4% | -40.4% |
| 3M | -16.5% | +1.5% | -18.0% | -17.9% |
| 6M | -4.4% | -6.6% | +2.2% | -3.9% |
| YTD | +58.0% | -6.3% | +64.3% | +57.8% |
| 1Y | +62.0% | -4.0% | +66.0% | +60.5% |
| 3Y | +745.7% | +47.3% | +698.4% | +622.7% |
| 5Y | +29.0% | +47.7% | -18.6% | +8.0% |
| 10Y | +351.4% | +224.7% | +126.6% | +187.9% |
| All | +1,784.4% | +4,102.2% | -2,317.8% | +461.4% |
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 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