+1,201.1%
SMCI vs ABCL
-81.9%
+1,283.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.5% |
| 7D | +5.2% | -2.7% | +7.9% | +5.9% |
| 30D | +23.7% | +18.3% | +5.4% | +18.8% |
| 3M | -4.2% | +108.5% | -112.7% | -22.2% |
| 6M | +21.7% | +213.9% | -192.2% | -9.9% |
| YTD | +33.0% | +223.1% | -190.1% | -3.6% |
| 1Y | -9.3% | +160.6% | -169.9% | -31.2% |
| 3Y | +38.7% | +104.3% | -65.5% | +2.4% |
| 5Y | +967.2% | -40.0% | +1,007.2% | +746.9% |
| All | +1,201.1% | -81.9% | +1,283.0% | +990.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling