+135.7%
ROP vs SMTC
+504.7%
-369.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.4% |
| 7D | -6.1% | +22.5% | -28.6% | -8.4% |
| 30D | -3.4% | +24.9% | -28.2% | -6.4% |
| 3M | +16.7% | +4.1% | +12.6% | +14.0% |
| 6M | +8.1% | +92.6% | -84.5% | -5.0% |
| YTD | -11.7% | +122.5% | -134.2% | -24.4% |
| 1Y | -24.2% | +166.2% | -190.4% | -37.6% |
| 3Y | -19.0% | +577.2% | -596.1% | -50.3% |
| 5Y | -15.9% | +119.0% | -134.8% | -34.7% |
| 10Y | +135.7% | +527.9% | -392.2% | +24.6% |
| All | +135.7% | +504.7% | -369.0% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling