+527.9%
SMTC vs RL
+297.6%
+230.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +2.5% |
| 7D | +22.5% | -0.3% | +22.7% | +22.6% |
| 30D | +24.9% | -17.5% | +42.4% | +37.2% |
| 3M | +4.1% | -14.0% | +18.1% | +11.6% |
| 6M | +92.6% | -2.0% | +94.5% | +91.5% |
| YTD | +122.5% | -4.6% | +127.1% | +123.5% |
| 1Y | +166.2% | +9.5% | +156.7% | +149.5% |
| 3Y | +577.2% | +200.5% | +376.7% | +302.7% |
| 5Y | +119.0% | +226.3% | -107.3% | +23.7% |
| 10Y | +527.9% | +304.8% | +223.1% | +227.4% |
| All | +527.9% | +297.6% | +230.3% | +227.4% |
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