-0.3%
MSFT vs SMCI
-9.5%
+9.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.3% | -6.6% | +0.1% |
| 7D | -0.8% | +1.3% | -2.1% | -0.9% |
| 30D | +0.8% | +6.6% | -5.8% | +0.3% |
| 3M | +27.2% | +25.4% | +1.8% | +24.2% |
| 6M | +22.9% | +26.1% | -3.2% | +17.7% |
| YTD | +3.1% | +37.0% | -33.9% | -2.4% |
| 1Y | -0.3% | -8.8% | +8.5% | -0.1% |
| All | -0.3% | -9.5% | +9.2% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling