-22.1%
ROP vs SMTC
+154.8%
-176.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +9.2% | -12.8% | -2.6% |
| 7D | -4.4% | +12.7% | -17.2% | -3.2% |
| 30D | +3.2% | +22.0% | -18.7% | +5.8% |
| 3M | +23.1% | -12.7% | +35.7% | +24.6% |
| 6M | +13.3% | +64.8% | -51.5% | +15.8% |
| YTD | -7.9% | +100.7% | -108.5% | -5.2% |
| 1Y | -22.1% | +146.9% | -168.9% | -18.3% |
| All | -22.1% | +154.8% | -176.8% | -18.3% |
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 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