+62.8%
META vs SMCI
+941.8%
-879.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | +0.4% |
| 7D | +6.7% | +6.8% | -0.1% | +5.9% |
| 30D | +4.8% | +30.6% | -25.8% | +1.0% |
| 3M | -1.6% | -15.6% | +14.0% | -1.4% |
| 6M | -7.5% | +21.3% | -28.7% | -13.6% |
| YTD | -6.4% | +35.3% | -41.7% | -14.5% |
| 1Y | -17.3% | -2.7% | -14.6% | -21.4% |
| 3Y | +109.9% | +40.3% | +69.6% | +52.5% |
| All | +62.8% | +941.8% | -879.0% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling