+499.6%
SMTC vs RVTY
+139.0%
+360.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -1.4% |
| 7D | +17.5% | -7.4% | +24.9% | +23.2% |
| 30D | +21.3% | +4.5% | +16.8% | +17.4% |
| 3M | +3.1% | +19.5% | -16.3% | -9.8% |
| 6M | +81.7% | +34.1% | +47.6% | +45.5% |
| YTD | +115.9% | +25.3% | +90.7% | +77.6% |
| 1Y | +157.8% | +47.0% | +110.8% | +88.4% |
| 3Y | +557.3% | +14.1% | +543.2% | +464.4% |
| 5Y | +114.7% | -34.6% | +149.2% | +162.2% |
| All | +499.6% | +139.0% | +360.6% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling