+28,965.7%
ROP vs SMTC
+43,740.0%
-14,774.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.8% | -13.9% | -2.5% |
| 7D | -1.6% | -4.8% | +3.2% | -1.7% |
| 30D | +29.5% | -37.8% | +67.4% | +35.1% |
| 3M | +17.5% | -16.5% | +34.0% | +17.0% |
| 6M | +38.1% | -4.4% | +42.5% | +32.3% |
| YTD | +7.0% | +58.0% | -51.0% | -4.9% |
| 1Y | +6.5% | +62.0% | -55.5% | -5.9% |
| 3Y | -5.5% | +745.7% | -751.2% | -37.7% |
| 5Y | -0.4% | +29.0% | -29.4% | -18.2% |
| 10Y | +183.6% | +351.4% | -167.8% | +91.1% |
| All | +28,965.7% | +43,740.0% | -14,774.3% | +16,560.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling