+11.1%
SMR vs ROK
+73.7%
-62.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.1% | +16.3% | +16.0% |
| 7D | +21.4% | +2.8% | +18.6% | +19.0% |
| 30D | +13.8% | -2.4% | +16.3% | +15.8% |
| 3M | +3.9% | -4.7% | +8.6% | +6.8% |
| 6M | -4.2% | +16.8% | -20.9% | -13.3% |
| YTD | -21.1% | +11.4% | -32.5% | -25.8% |
| 1Y | -67.1% | +26.2% | -93.2% | -71.0% |
| 3Y | +88.9% | +51.9% | +37.0% | +47.6% |
| All | +11.1% | +73.7% | -62.6% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ROK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling