+114.0%
SMTC vs RRC
+153.5%
-39.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.3% | +10.2% | +10.0% |
| 7D | +22.9% | -1.2% | +24.1% | +23.3% |
| 30D | +16.6% | +9.4% | +7.2% | +13.6% |
| 3M | +2.4% | +7.4% | -5.0% | -0.2% |
| 6M | +98.3% | +1.5% | +96.8% | +95.5% |
| YTD | +120.7% | +19.4% | +101.3% | +106.8% |
| 1Y | +168.3% | +24.2% | +144.0% | +147.1% |
| 3Y | +571.7% | +32.8% | +538.9% | +510.2% |
| 5Y | +114.0% | +152.9% | -38.9% | +71.0% |
| All | +114.0% | +153.5% | -39.5% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling