+1.5%
SMR vs ROP
-10.9%
+12.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.5% |
| 7D | +4.7% | -8.0% | +12.7% | +6.0% |
| 30D | +3.2% | -2.7% | +6.0% | +3.5% |
| 3M | +9.9% | +16.6% | -6.7% | +4.9% |
| 6M | -15.1% | +10.4% | -25.5% | -17.8% |
| YTD | -27.9% | -12.1% | -15.9% | -25.2% |
| 1Y | -70.2% | -23.6% | -46.6% | -67.5% |
| 3Y | +72.5% | -19.3% | +91.8% | +88.3% |
| All | +1.5% | -10.9% | +12.4% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ROP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling