+44.6%
SMCI vs AA
+73.2%
-28.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.4% |
| 3M | +25.4% | -29.9% | +55.3% | +46.0% |
| 6M | +26.1% | -27.0% | +53.2% | +47.0% |
| YTD | +37.0% | -8.7% | +45.7% | +42.9% |
| 1Y | -8.8% | +50.6% | -59.4% | -24.8% |
| 3Y | +44.6% | +74.1% | -29.5% | +5.7% |
| All | +44.6% | +73.2% | -28.6% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling