-8.8%
SMCI vs ROK
+27.3%
-36.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +5.8% |
| 7D | +1.3% | -1.2% | +2.5% | +2.5% |
| 30D | +6.6% | -4.8% | +11.4% | +11.4% |
| 3M | +25.4% | -6.1% | +31.5% | +30.2% |
| 6M | +26.1% | +15.5% | +10.7% | +14.8% |
| YTD | +37.0% | +11.2% | +25.8% | +26.6% |
| 1Y | -8.8% | +23.8% | -32.6% | -21.3% |
| All | -8.8% | +27.3% | -36.1% | -21.3% |
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