+351.4%
SMTC vs RL
+397.7%
-46.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +5.8% | +7.0% | +9.9% |
| 7D | -4.8% | +0.2% | -5.1% | -4.7% |
| 30D | -37.8% | +7.3% | -45.2% | -40.1% |
| 3M | -16.5% | +1.0% | -17.5% | -17.4% |
| 6M | -4.4% | +11.8% | -16.2% | -11.1% |
| YTD | +58.0% | +13.6% | +44.4% | +45.1% |
| 1Y | +62.0% | +24.0% | +38.0% | +42.1% |
| 3Y | +745.7% | +256.6% | +489.1% | +361.5% |
| 5Y | +29.0% | +240.2% | -211.2% | -29.6% |
| 10Y | +351.4% | +373.0% | -21.6% | +121.3% |
| All | +351.4% | +397.7% | -46.3% | +121.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling