+339.9%
SMTC vs RL
+369.1%
-29.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | -10.9% | +1.3% | -12.3% | -11.3% |
| 30D | -39.4% | +7.6% | -47.0% | -41.7% |
| 3M | -13.5% | -1.5% | -12.0% | -13.3% |
| 6M | -6.8% | +12.1% | -18.9% | -13.5% |
| YTD | +54.0% | +13.9% | +40.1% | +41.2% |
| 1Y | +50.8% | +20.7% | +30.1% | +34.1% |
| 3Y | +677.3% | +260.6% | +416.8% | +321.8% |
| 5Y | +28.7% | +248.9% | -220.1% | -30.5% |
| 10Y | +339.9% | +355.9% | -16.0% | +116.4% |
| All | +339.9% | +369.1% | -29.2% | +116.4% |
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