+14,299.2%
ROK vs SMTC
+50,861.1%
-36,561.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.1% |
| 7D | +6.1% | +30.5% | -24.4% | +2.0% |
| 30D | -6.5% | -30.9% | +24.4% | -2.3% |
| 3M | -10.2% | -14.7% | +4.5% | -9.6% |
| 6M | -10.6% | -9.6% | -1.1% | -11.9% |
| YTD | +4.9% | +62.1% | -57.2% | -5.2% |
| 1Y | +3.8% | +66.6% | -62.8% | -6.6% |
| 3Y | +63.5% | +718.1% | -654.6% | +10.7% |
| 5Y | +30.9% | +32.8% | -1.9% | +10.2% |
| 10Y | +266.4% | +354.1% | -87.8% | +159.3% |
| All | +14,299.2% | +50,861.1% | -36,561.9% | +7,700.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling