+10.6%
ROP vs SMTC
+70.8%
-60.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -12.9% | +16.9% | +2.1% |
| 7D | +11.7% | -24.5% | +36.2% | +7.9% |
| 30D | +35.5% | -42.5% | +77.9% | +27.8% |
| 3M | +25.6% | -14.1% | +39.7% | +24.8% |
| 6M | +39.3% | +3.6% | +35.7% | +37.8% |
| YTD | +11.6% | +50.6% | -38.9% | +9.0% |
| 1Y | +10.6% | +72.2% | -61.6% | +7.0% |
| All | +10.6% | +70.8% | -60.2% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling