-2.7%
SMCI vs ROST
+54.0%
-56.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +5.0% | +4.7% |
| 7D | +6.8% | +0.9% | +5.8% | +6.4% |
| 30D | +30.6% | -8.9% | +39.5% | +35.3% |
| 3M | -15.6% | -0.8% | -14.8% | -16.6% |
| 6M | +21.3% | +8.5% | +12.8% | +13.3% |
| YTD | +35.3% | +28.6% | +6.7% | +19.4% |
| 1Y | -2.7% | +52.3% | -55.1% | -20.4% |
| All | -2.7% | +54.0% | -56.7% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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