+1,770.3%
SMCI vs ROP
+135.6%
+1,634.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +1.3% | -4.6% | +5.9% | +3.6% |
| 30D | +6.6% | -1.7% | +8.3% | +7.2% |
| 3M | +25.4% | +17.1% | +8.4% | +11.7% |
| 6M | +26.1% | +10.9% | +15.3% | +14.6% |
| YTD | +37.0% | -12.1% | +49.1% | +42.7% |
| 1Y | -8.8% | -24.2% | +15.5% | +4.2% |
| 3Y | +44.6% | -20.4% | +65.0% | +56.0% |
| 5Y | +995.9% | -15.4% | +1,011.3% | +1,027.7% |
| All | +1,770.3% | +135.6% | +1,634.7% | +1,057.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling