+231.3%
SMTC vs RCAT
-100.0%
+331.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.4% | +3.9% | -2.5% |
| 7D | -10.9% | -5.6% | -5.3% | -10.9% |
| 30D | -39.4% | -27.0% | -12.4% | -39.3% |
| 3M | -13.5% | -57.9% | +44.4% | -13.3% |
| 6M | -6.8% | -59.4% | +52.6% | -6.6% |
| YTD | +54.0% | -46.9% | +100.9% | +54.2% |
| 1Y | +50.8% | -54.0% | +104.8% | +51.1% |
| 3Y | +677.3% | +378.4% | +298.9% | +673.5% |
| 5Y | +28.7% | +61.9% | -33.2% | +28.2% |
| 10Y | +339.9% | -99.6% | +439.5% | +332.8% |
| All | +231.3% | -100.0% | +331.3% | +167.1% |
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