+61.7%
ROK vs SMTC
+732.3%
-670.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.2% |
| 7D | +6.1% | +30.5% | -24.4% | +1.9% |
| 30D | -6.5% | -30.9% | +24.4% | -2.5% |
| 3M | -10.2% | -14.7% | +4.5% | -9.7% |
| 6M | -10.6% | -9.6% | -1.1% | -11.9% |
| YTD | +4.9% | +62.1% | -57.2% | -4.9% |
| 1Y | +3.8% | +66.6% | -62.8% | -6.3% |
| All | +61.7% | +732.3% | -670.7% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling