+114.7%
SMTC vs RRX
+14.8%
+99.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -1.7% |
| 7D | +17.5% | -3.7% | +21.3% | +20.5% |
| 30D | +21.3% | -9.3% | +30.6% | +29.8% |
| 3M | +3.1% | -21.8% | +24.9% | +21.8% |
| 6M | +81.7% | -22.0% | +103.7% | +112.2% |
| YTD | +115.9% | +11.9% | +104.0% | +98.2% |
| 1Y | +157.8% | +11.6% | +146.2% | +134.7% |
| 3Y | +557.3% | +2.2% | +555.1% | +511.3% |
| 5Y | +114.7% | +14.9% | +99.8% | +93.8% |
| All | +114.7% | +14.8% | +99.9% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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