-1.3%
IWM vs SMCI
-18.3%
+17.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.4% | -6.6% | +8.0% | +1.9% |
| 30D | +2.3% | -24.9% | +27.2% | +4.4% |
| 3M | -8.3% | -31.4% | +23.1% | -5.9% |
| 6M | -1.3% | -16.0% | +14.7% | -1.5% |
| All | -1.3% | -18.3% | +17.0% | -1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling