+921.6%
SMCI vs ROL
-4.5%
+926.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.0% | -4.0% |
| 7D | -1.3% | -3.2% | +1.9% | -1.1% |
| 30D | +18.3% | -6.6% | +24.9% | +18.7% |
| 3M | +27.7% | -27.3% | +55.0% | +30.9% |
| 6M | +17.6% | -38.1% | +55.7% | +23.3% |
| YTD | +27.7% | -41.8% | +69.5% | +35.2% |
| 1Y | -14.9% | -37.8% | +22.9% | -11.1% |
| 3Y | +33.2% | -0.3% | +33.5% | +19.4% |
| 5Y | +921.6% | -5.1% | +926.7% | +742.9% |
| All | +921.6% | -4.5% | +926.1% | +742.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling