+9,732.8%
ROL vs SMTC
+48,322.4%
-38,589.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.1% |
| 7D | +3.4% | -10.9% | +14.3% | +4.0% |
| 30D | +20.8% | -39.4% | +60.2% | +25.1% |
| 3M | +3.7% | -13.5% | +17.3% | +3.2% |
| 6M | -27.7% | -6.8% | -20.8% | -29.5% |
| YTD | -34.9% | +54.0% | -88.9% | -39.9% |
| 1Y | -33.3% | +50.8% | -84.1% | -38.5% |
| 3Y | +4.3% | +677.3% | -673.0% | -22.7% |
| 5Y | +15.0% | +28.7% | -13.8% | -0.5% |
| 10Y | +214.7% | +339.9% | -125.2% | +133.9% |
| All | +9,732.8% | +48,322.4% | -38,589.6% | +6,263.7% |
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 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