+208.2%
ROL vs SMTC
+504.7%
-296.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | -3.3% | +22.5% | -25.8% | -5.0% |
| 30D | -7.2% | +24.9% | -32.1% | -9.3% |
| 3M | -27.0% | +4.1% | -31.1% | -28.1% |
| 6M | -39.5% | +92.6% | -132.1% | -44.5% |
| YTD | -41.8% | +122.5% | -164.3% | -47.5% |
| 1Y | -38.9% | +166.2% | -205.1% | -46.3% |
| 3Y | -0.4% | +577.2% | -577.5% | -29.3% |
| 5Y | -4.2% | +119.0% | -123.2% | -19.4% |
| 10Y | +208.2% | +527.9% | -319.7% | +94.7% |
| All | +208.2% | +504.7% | -296.5% | +94.7% |
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 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