-37.6%
SMCI vs A
+24.4%
-61.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.0% | -6.7% | -6.3% |
| 7D | -17.3% | -2.4% | -15.0% | -16.0% |
| 30D | -31.5% | +3.6% | -35.1% | -32.7% |
| 3M | -6.6% | +27.5% | -34.1% | -19.4% |
| 6M | +6.0% | +58.5% | -52.5% | -20.1% |
| YTD | +1.1% | +31.2% | -30.1% | -19.7% |
| 1Y | -37.6% | +22.2% | -59.7% | -49.7% |
| All | -37.6% | +24.4% | -61.9% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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