+4,167.1%
SMCI vs ROST
+3,069.8%
+1,097.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -1.3% | -2.5% | +1.2% | -0.1% |
| 30D | +18.3% | -10.3% | +28.6% | +24.2% |
| 3M | +27.7% | -2.6% | +30.3% | +28.7% |
| 6M | +17.6% | +6.5% | +11.1% | +13.2% |
| YTD | +27.7% | +25.9% | +1.8% | +13.3% |
| 1Y | -14.9% | +52.3% | -67.2% | -31.2% |
| 3Y | +33.2% | +94.6% | -61.4% | -3.7% |
| 5Y | +921.6% | +111.1% | +810.5% | +593.0% |
| 10Y | +1,672.4% | +308.9% | +1,363.5% | +738.9% |
| All | +4,167.1% | +3,069.8% | +1,097.4% | +671.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling