+24,936.4%
ROP vs SMTC
+55,576.2%
-30,639.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +9.2% | -12.8% | -4.7% |
| 7D | -4.4% | +12.7% | -17.2% | -5.9% |
| 30D | +3.2% | +22.0% | -18.7% | +0.1% |
| 3M | +23.1% | -12.7% | +35.7% | +22.5% |
| 6M | +13.3% | +64.8% | -51.5% | +2.8% |
| YTD | -7.9% | +100.7% | -108.5% | -18.8% |
| 1Y | -22.1% | +146.9% | -169.0% | -33.6% |
| 3Y | -16.8% | +456.8% | -473.6% | -41.1% |
| 5Y | -13.5% | +89.2% | -102.8% | -31.1% |
| 10Y | +137.7% | +426.9% | -289.2% | +60.4% |
| All | +24,936.4% | +55,576.2% | -30,639.8% | +14,122.3% |
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