+921.6%
SMCI vs AA
+5.3%
+916.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.8% | +0.8% | -2.3% |
| 7D | -1.3% | -5.4% | +4.1% | +0.6% |
| 30D | +18.3% | -10.7% | +29.0% | +22.6% |
| 3M | +27.7% | -26.2% | +53.9% | +41.2% |
| 6M | +17.6% | -20.9% | +38.5% | +29.1% |
| YTD | +27.7% | -8.6% | +36.3% | +32.4% |
| 1Y | -14.9% | +57.4% | -72.3% | -26.7% |
| 3Y | +33.2% | +77.8% | -44.6% | +7.8% |
| 5Y | +921.6% | +2.7% | +918.9% | +867.2% |
| All | +921.6% | +5.3% | +916.2% | +867.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling