+341.2%
ROK vs SMTC
+516.8%
-175.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.4% |
| 7D | -1.6% | +17.5% | -19.1% | -5.4% |
| 30D | -5.4% | +21.3% | -26.8% | -10.4% |
| 3M | -4.0% | +3.1% | -7.1% | -7.1% |
| 6M | +13.3% | +81.7% | -68.4% | -5.8% |
| YTD | +9.3% | +115.9% | -106.6% | -13.1% |
| 1Y | +25.8% | +157.8% | -132.0% | -5.0% |
| 3Y | +49.1% | +557.3% | -508.2% | -27.5% |
| 5Y | +45.9% | +114.7% | -68.8% | -1.3% |
| All | +341.2% | +516.8% | -175.6% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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