-8.8%
SMCI vs AA
+56.9%
-65.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.3% |
| 7D | +1.3% | -3.4% | +4.7% | +3.0% |
| 30D | +6.6% | -5.8% | +12.4% | +9.5% |
| 3M | +25.4% | -29.9% | +55.3% | +45.2% |
| 6M | +26.1% | -27.0% | +53.2% | +47.3% |
| YTD | +37.0% | -8.7% | +45.7% | +47.4% |
| 1Y | -8.8% | +50.6% | -59.4% | -14.4% |
| All | -8.8% | +56.9% | -65.6% | -14.4% |
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