+184.4%
ROP vs SMTC
+333.2%
-148.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.8% |
| 7D | +0.7% | +11.0% | -10.3% | -0.4% |
| 30D | +28.8% | -28.5% | +57.3% | +31.8% |
| 3M | +21.1% | -14.2% | +35.3% | +20.0% |
| 6M | +52.5% | -18.0% | +70.5% | +48.9% |
| YTD | +8.9% | +55.5% | -46.6% | -4.8% |
| 1Y | +8.2% | +69.5% | -61.3% | -6.9% |
| 3Y | -5.2% | +699.7% | -704.8% | -46.3% |
| 5Y | +1.7% | +27.4% | -25.7% | -14.9% |
| All | +184.4% | +333.2% | -148.9% | +70.4% |
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