+4,495.9%
SMCI vs ROP
+711.8%
+3,784.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.5% | +3.4% |
| 7D | +9.7% | -5.4% | +15.1% | +13.2% |
| 30D | +29.3% | -1.6% | +31.0% | +30.0% |
| 3M | -8.5% | +18.8% | -27.3% | -20.6% |
| 6M | +28.6% | +8.2% | +20.4% | +17.0% |
| YTD | +37.5% | -10.5% | +48.0% | +40.7% |
| 1Y | +0.5% | -23.7% | +24.3% | +14.0% |
| 3Y | +43.4% | -17.9% | +61.3% | +51.4% |
| 5Y | +1,008.2% | -15.3% | +1,023.5% | +1,040.4% |
| 10Y | +1,776.0% | +133.4% | +1,642.7% | +845.7% |
| All | +4,495.9% | +711.8% | +3,784.0% | +1,048.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling