+220.7%
ROL vs SMTC
+333.2%
-112.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.1% | +6.6% | +2.8% |
| 7D | +3.0% | +11.0% | -8.0% | +2.2% |
| 30D | +19.8% | -28.5% | +48.3% | +21.9% |
| 3M | +7.9% | -14.2% | +22.1% | +7.3% |
| 6M | -25.6% | -18.0% | -7.7% | -26.7% |
| YTD | -34.1% | +55.5% | -89.6% | -39.7% |
| 1Y | -31.4% | +69.5% | -100.9% | -37.9% |
| 3Y | +4.7% | +699.7% | -695.0% | -30.3% |
| 5Y | +15.6% | +27.4% | -11.8% | +2.6% |
| All | +220.7% | +333.2% | -112.5% | +100.7% |
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