+22.5%
MSFT vs SMCI
+29.0%
-6.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.6% | -2.3% |
| 7D | -2.7% | +6.8% | -9.5% | -3.0% |
| 30D | +2.7% | +30.6% | -27.9% | +1.2% |
| 3M | +17.0% | -15.6% | +32.5% | +18.5% |
| All | +22.5% | +29.0% | -6.4% | +19.3% |
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