+2,480.2%
SMTC vs RL
+1,476.5%
+1,003.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.4% | +14.1% | +13.3% |
| 7D | -19.0% | -4.2% | -14.8% | -17.6% |
| 30D | -46.7% | +4.3% | -51.0% | -47.7% |
| 3M | -23.4% | -4.6% | -18.8% | -22.5% |
| 6M | -13.4% | +1.7% | -15.1% | -15.2% |
| YTD | +40.1% | +7.3% | +32.7% | +34.2% |
| 1Y | +47.7% | +20.8% | +26.9% | +35.1% |
| 3Y | +606.9% | +247.0% | +360.0% | +344.1% |
| 5Y | +14.4% | +225.5% | -211.1% | -26.9% |
| 10Y | +322.5% | +363.0% | -40.6% | +120.9% |
| All | +2,480.2% | +1,476.5% | +1,003.7% | +615.8% |
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 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