+331.7%
SMTC vs RCAT
-100.0%
+431.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.0% | +11.2% | +9.2% |
| 7D | +12.7% | -1.4% | +14.2% | +12.8% |
| 30D | +22.0% | -3.3% | +25.3% | +22.0% |
| 3M | -12.7% | -43.2% | +30.5% | -12.5% |
| 6M | +64.8% | -43.2% | +108.0% | +65.0% |
| YTD | +100.7% | +5.5% | +95.1% | +100.5% |
| 1Y | +146.9% | -1.6% | +148.5% | +146.7% |
| 3Y | +456.8% | +773.7% | -316.9% | +452.9% |
| 5Y | +89.2% | +187.6% | -98.4% | +88.0% |
| 10Y | +426.9% | -98.5% | +525.3% | +416.8% |
| All | +331.7% | -100.0% | +431.7% | +247.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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