+4,344.1%
SMCI vs ROK
+960.1%
+3,384.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.9% |
| 7D | +5.2% | +0.2% | +5.0% | +5.1% |
| 30D | +23.7% | -1.8% | +25.5% | +25.2% |
| 3M | -4.2% | -7.2% | +3.0% | +0.5% |
| 6M | +21.7% | +14.2% | +7.6% | +14.0% |
| YTD | +33.0% | +10.6% | +22.4% | +26.5% |
| 1Y | -9.3% | +25.9% | -35.2% | -19.8% |
| 3Y | +38.7% | +50.8% | -12.1% | +8.7% |
| 5Y | +967.2% | +47.0% | +920.1% | +729.5% |
| 10Y | +1,745.9% | +354.9% | +1,391.0% | +615.9% |
| All | +4,344.1% | +960.1% | +3,384.0% | +633.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling