+9,030.3%
ROL vs SMTC
+62,999.7%
-53,969.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.2% | -8.8% | -0.4% |
| 7D | -1.4% | +12.7% | -14.2% | -2.5% |
| 30D | -4.1% | +22.0% | -26.1% | -6.3% |
| 3M | -22.5% | -12.7% | -9.8% | -22.6% |
| 6M | -37.7% | +64.8% | -102.4% | -41.8% |
| YTD | -39.6% | +100.7% | -140.3% | -44.8% |
| 1Y | -36.0% | +146.9% | -182.9% | -43.0% |
| 3Y | -5.1% | +456.8% | -462.0% | -26.4% |
| 5Y | -3.4% | +89.2% | -92.6% | -18.3% |
| 10Y | +215.2% | +426.9% | -211.6% | +133.7% |
| All | +9,030.3% | +62,999.7% | -53,969.5% | +5,750.9% |
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