+3,597.2%
SMTC vs RL
+1,366.2%
+2,231.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.0% | +7.2% | +8.4% |
| 7D | +12.7% | -0.8% | +13.5% | +13.1% |
| 30D | +22.0% | -7.8% | +29.7% | +25.7% |
| 3M | -12.7% | -4.0% | -8.7% | -11.6% |
| 6M | +64.8% | -1.9% | +66.7% | +64.7% |
| YTD | +100.7% | -0.2% | +100.9% | +98.6% |
| 1Y | +146.9% | +10.7% | +136.2% | +134.9% |
| 3Y | +456.8% | +210.8% | +246.1% | +265.7% |
| 5Y | +89.2% | +238.2% | -149.0% | +19.5% |
| 10Y | +426.9% | +313.4% | +113.5% | +188.3% |
| All | +3,597.2% | +1,366.2% | +2,231.1% | +959.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling