+14.0%
SMTC vs RL
+226.8%
-212.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.4% | +14.1% | +13.7% |
| 7D | -19.0% | -4.2% | -14.8% | -16.6% |
| 30D | -46.7% | +4.3% | -51.0% | -48.5% |
| 3M | -23.4% | -4.6% | -18.8% | -21.9% |
| 6M | -13.4% | +1.7% | -15.1% | -17.0% |
| YTD | +40.1% | +7.3% | +32.7% | +28.1% |
| 1Y | +47.7% | +20.8% | +26.9% | +23.6% |
| 3Y | +606.9% | +247.0% | +360.0% | +193.2% |
| All | +14.0% | +226.8% | -212.8% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling