+72.2%
SMTC vs RL
+34.3%
+37.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.5% | -17.4% | -14.4% |
| 7D | -24.5% | +5.8% | -30.3% | -26.1% |
| 30D | -42.5% | +12.7% | -55.2% | -45.2% |
| 3M | -14.1% | +9.3% | -23.4% | -17.3% |
| 6M | +3.6% | +16.9% | -13.3% | -4.1% |
| YTD | +50.6% | +17.5% | +33.1% | +35.2% |
| 1Y | +72.2% | +34.6% | +37.6% | +33.0% |
| All | +72.2% | +34.3% | +37.9% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling