-2.7%
SMCI vs ROP
-21.5%
+18.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.6% | +8.1% | +3.7% |
| 7D | +6.8% | -4.4% | +11.2% | +5.6% |
| 30D | +30.6% | +3.2% | +27.3% | +31.6% |
| 3M | -15.6% | +23.1% | -38.6% | -14.6% |
| 6M | +21.3% | +13.3% | +7.9% | +24.6% |
| YTD | +35.3% | -7.9% | +43.1% | +46.0% |
| 1Y | -2.7% | -22.1% | +19.3% | +18.6% |
| All | -2.7% | -21.5% | +18.7% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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