+63.3%
IWM vs SMCI
+36.4%
+27.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.1% |
| 7D | -1.1% | +5.2% | -6.4% | -1.5% |
| 30D | -3.1% | +23.7% | -26.9% | -4.8% |
| 3M | +2.2% | -4.2% | +6.4% | +1.4% |
| 6M | +15.1% | +21.7% | -6.7% | +10.8% |
| YTD | +18.6% | +33.0% | -14.4% | +13.2% |
| 1Y | +24.0% | -9.3% | +33.3% | +21.2% |
| All | +63.3% | +36.4% | +27.0% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMCI.
Daily Out/Under-Performance
Portfolio return minus SMCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMCI 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 SMCI 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