-2.7%
SMCI vs ROK
+29.3%
-32.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.3% | +3.4% |
| 7D | +6.8% | +0.7% | +6.1% | +6.2% |
| 30D | +30.6% | -3.3% | +33.9% | +34.5% |
| 3M | -15.6% | -5.9% | -9.7% | -11.2% |
| 6M | +21.3% | +13.9% | +7.4% | +11.7% |
| YTD | +35.3% | +12.6% | +22.7% | +24.7% |
| 1Y | -2.7% | +28.6% | -31.3% | -14.3% |
| All | -2.7% | +29.3% | -32.1% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling