+8.8%
ROP vs SMTC
+66.6%
-57.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.3% | -9.7% | +2.0% |
| 7D | -2.9% | +12.9% | -15.8% | -0.9% |
| 30D | +30.1% | -25.6% | +55.6% | +27.0% |
| 3M | +19.9% | -4.5% | +24.4% | +21.4% |
| 6M | +46.0% | -8.3% | +54.3% | +48.2% |
| YTD | +8.4% | +69.9% | -61.6% | +8.5% |
| 1Y | +8.8% | +73.9% | -65.1% | +9.0% |
| All | +8.8% | +66.6% | -57.8% | +9.0% |
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