+6.1%
ROL vs SMTC
+696.5%
-690.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.8% | -10.7% | +2.2% |
| 7D | +7.5% | -4.8% | +12.4% | +7.5% |
| 30D | +21.1% | -37.8% | +59.0% | +21.0% |
| 3M | +3.1% | -16.5% | +19.6% | +2.8% |
| 6M | -27.4% | -4.4% | -23.0% | -28.1% |
| YTD | -34.7% | +58.0% | -92.7% | -36.2% |
| 1Y | -32.9% | +62.0% | -94.9% | -34.5% |
| 3Y | +6.1% | +745.7% | -739.5% | -5.3% |
| All | +6.1% | +696.5% | -690.4% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling