-8.8%
SMCI vs ROL
-37.8%
+29.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.5% |
| 7D | +1.3% | -3.2% | +4.4% | -0.1% |
| 30D | +6.6% | -4.9% | +11.5% | +4.4% |
| 3M | +25.4% | -25.8% | +51.3% | +12.2% |
| 6M | +26.1% | -37.6% | +63.7% | +10.4% |
| YTD | +37.0% | -41.5% | +78.5% | +22.7% |
| 1Y | -8.8% | -39.5% | +30.7% | -15.2% |
| All | -8.8% | -37.8% | +29.0% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling