+9,763.6%
ROL vs SMTC
+49,585.3%
-39,821.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.8% | -10.7% | +1.0% |
| 7D | +7.5% | -4.8% | +12.4% | +7.5% |
| 30D | +21.1% | -37.8% | +59.0% | +25.2% |
| 3M | +3.1% | -16.5% | +19.6% | +3.0% |
| 6M | -27.4% | -4.4% | -23.0% | -29.4% |
| YTD | -34.7% | +58.0% | -92.7% | -39.9% |
| 1Y | -32.9% | +62.0% | -94.9% | -38.5% |
| 3Y | +6.1% | +745.7% | -739.5% | -22.0% |
| 5Y | +16.3% | +29.0% | -12.7% | +0.6% |
| 10Y | +214.9% | +351.4% | -136.5% | +133.5% |
| All | +9,763.6% | +49,585.3% | -39,821.8% | +6,269.2% |
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