+15,354.0%
ROK vs SMTC
+62,999.7%
-47,645.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -7.9% | 0.0% |
| 7D | +0.7% | +12.7% | -12.1% | -1.0% |
| 30D | -3.3% | +22.0% | -25.3% | -6.4% |
| 3M | -5.9% | -12.7% | +6.8% | -5.5% |
| 6M | +13.9% | +64.8% | -50.9% | +4.1% |
| YTD | +12.6% | +100.7% | -88.1% | 0.0% |
| 1Y | +28.6% | +146.9% | -118.3% | +10.6% |
| 3Y | +45.1% | +456.8% | -411.7% | +4.0% |
| 5Y | +45.6% | +89.2% | -43.7% | +18.1% |
| 10Y | +345.0% | +426.9% | -81.8% | +211.8% |
| All | +15,354.0% | +62,999.7% | -47,645.7% | +8,126.1% |
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