-37.6%
SMCI vs AA
+13.9%
-51.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.8% | -8.5% | -7.1% |
| 7D | -17.3% | +0.9% | -18.3% | -17.9% |
| 30D | -31.5% | -6.4% | -25.0% | -29.2% |
| 3M | -6.6% | -13.0% | +6.4% | -1.2% |
| 6M | +6.0% | -34.6% | +40.6% | +36.9% |
| YTD | +1.1% | -23.0% | +24.2% | +16.4% |
| 1Y | -37.6% | +16.0% | -53.5% | -42.8% |
| All | -37.6% | +13.9% | -51.5% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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