-15.4%
ROP vs SMTC
+496.8%
-512.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +9.2% | -12.8% | -3.7% |
| 7D | -4.4% | +12.7% | -17.2% | -4.6% |
| 30D | +3.2% | +22.0% | -18.7% | +2.8% |
| 3M | +23.1% | -12.7% | +35.7% | +23.6% |
| 6M | +13.3% | +64.8% | -51.5% | +9.4% |
| YTD | -7.9% | +100.7% | -108.5% | -12.2% |
| 1Y | -22.1% | +146.9% | -169.0% | -27.0% |
| All | -15.4% | +496.8% | -512.3% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling