-34.7%
ROL vs SMTC
+70.8%
-105.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -12.9% | +15.7% | +1.9% |
| 7D | +14.6% | -24.5% | +39.1% | +12.6% |
| 30D | +29.3% | -42.5% | +71.7% | +25.9% |
| 3M | +2.0% | -14.1% | +16.1% | +0.8% |
| 6M | -28.5% | +3.6% | -32.1% | -30.3% |
| YTD | -35.3% | +50.6% | -85.9% | -37.4% |
| 1Y | -34.7% | +72.2% | -106.9% | -37.1% |
| All | -34.7% | +70.8% | -105.5% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling