+40.4%
SMCI vs ROP
-18.8%
+59.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.2% |
| 7D | +5.2% | -6.1% | +11.3% | +5.6% |
| 30D | +23.7% | -3.4% | +27.1% | +23.9% |
| 3M | -4.2% | +16.7% | -20.9% | -8.3% |
| 6M | +21.7% | +8.1% | +13.7% | +19.1% |
| YTD | +33.0% | -11.7% | +44.7% | +40.8% |
| 1Y | -9.3% | -24.2% | +14.9% | +3.4% |
| All | +40.4% | -18.8% | +59.1% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling