+168.3%
SMTC vs RL
+11.4%
+156.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.1% | +11.1% | +10.5% |
| 7D | +22.9% | +1.9% | +21.1% | +21.8% |
| 30D | +16.6% | -12.2% | +28.9% | +23.8% |
| 3M | +2.4% | -6.6% | +9.1% | +5.0% |
| 6M | +98.3% | +3.2% | +95.1% | +89.5% |
| YTD | +120.7% | -1.3% | +122.0% | +113.3% |
| 1Y | +168.3% | +13.6% | +154.7% | +129.8% |
| All | +168.3% | +11.4% | +156.9% | +129.8% |
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