+201.3%
SMTC vs RCAT
-100.0%
+301.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +18.6% | -5.9% | +12.7% |
| 7D | -19.0% | -12.7% | -6.2% | -18.9% |
| 30D | -46.7% | -34.3% | -12.4% | -46.7% |
| 3M | -23.4% | -53.4% | +30.0% | -23.2% |
| 6M | -13.4% | -62.0% | +48.6% | -13.1% |
| YTD | +40.1% | -49.1% | +89.1% | +40.3% |
| 1Y | +47.7% | -53.1% | +100.8% | +47.9% |
| 3Y | +606.9% | +318.7% | +288.3% | +603.7% |
| 5Y | +14.4% | +48.5% | -34.1% | +13.9% |
| 10Y | +322.5% | -99.6% | +422.1% | +315.7% |
| All | +201.3% | -100.0% | +301.3% | +142.9% |
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