+4,419.4%
SMCI vs ROL
+1,452.3%
+2,967.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.3% |
| 7D | +6.8% | -1.4% | +8.2% | +7.5% |
| 30D | +30.6% | -4.1% | +34.7% | +32.8% |
| 3M | -15.6% | -22.5% | +6.9% | -6.1% |
| 6M | +21.3% | -37.7% | +58.9% | +49.5% |
| YTD | +35.3% | -39.6% | +74.8% | +68.5% |
| 1Y | -2.7% | -36.0% | +33.3% | +16.2% |
| 3Y | +40.3% | -5.1% | +45.5% | +30.7% |
| 5Y | +941.8% | -3.4% | +945.2% | +819.0% |
| 10Y | +1,687.4% | +215.2% | +1,472.1% | +611.0% |
| All | +4,419.4% | +1,452.3% | +2,967.1% | +654.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling