+40.4%
SMCI vs ROL
-1.5%
+41.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.5% |
| 7D | +5.2% | -3.3% | +8.5% | +4.7% |
| 30D | +23.7% | -7.2% | +31.0% | +22.6% |
| 3M | -4.2% | -27.0% | +22.8% | -7.1% |
| 6M | +21.7% | -39.5% | +61.2% | +18.5% |
| YTD | +33.0% | -41.8% | +74.8% | +30.0% |
| 1Y | -9.3% | -38.9% | +29.6% | -11.1% |
| All | +40.4% | -1.5% | +41.8% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling