+499.6%
SMTC vs RRC
+6.5%
+493.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.3% | -3.0% |
| 7D | +17.5% | -1.2% | +18.7% | +17.8% |
| 30D | +21.3% | +3.0% | +18.3% | +20.4% |
| 3M | +3.1% | +7.3% | -4.1% | +1.1% |
| 6M | +81.7% | +3.6% | +78.1% | +79.0% |
| YTD | +115.9% | +19.4% | +96.6% | +105.7% |
| 1Y | +157.8% | +21.4% | +136.4% | +143.9% |
| 3Y | +557.3% | +32.8% | +524.5% | +509.8% |
| 5Y | +114.7% | +152.0% | -37.3% | +70.4% |
| All | +499.6% | +6.5% | +493.1% | +297.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RRC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling