+1,770.3%
SMCI vs ROL
+211.6%
+1,558.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.1% |
| 7D | +1.3% | -3.2% | +4.4% | +2.1% |
| 30D | +6.6% | -4.9% | +11.5% | +7.9% |
| 3M | +25.4% | -25.8% | +51.3% | +35.4% |
| 6M | +26.1% | -37.6% | +63.7% | +42.9% |
| YTD | +37.0% | -41.5% | +78.5% | +58.1% |
| 1Y | -8.8% | -39.5% | +30.7% | +3.5% |
| 3Y | +44.6% | +0.1% | +44.5% | +31.2% |
| 5Y | +995.9% | -4.6% | +1,000.5% | +877.3% |
| All | +1,770.3% | +211.6% | +1,558.7% | +797.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling