-15.3%
ROP vs SMTC
+110.0%
-125.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.0% | -12.8% | -3.3% |
| 7D | -5.4% | +22.9% | -28.4% | -6.3% |
| 30D | -1.6% | +16.6% | -18.3% | -2.6% |
| 3M | +18.8% | +2.4% | +16.4% | +18.1% |
| 6M | +8.2% | +98.3% | -90.1% | +1.1% |
| YTD | -10.5% | +120.7% | -131.2% | -17.4% |
| 1Y | -23.7% | +168.3% | -192.0% | -31.3% |
| 3Y | -17.9% | +571.7% | -589.6% | -37.6% |
| 5Y | -15.3% | +114.0% | -129.3% | -21.8% |
| All | -15.3% | +110.0% | -125.4% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling