-37.6%
SMCI vs ACGL
+28.7%
-66.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.7% | -8.4% | -2.1% |
| 7D | -17.3% | +8.0% | -25.3% | -7.8% |
| 30D | -31.5% | +17.3% | -48.8% | -14.4% |
| 3M | -6.6% | +11.2% | -17.8% | +10.2% |
| 6M | +6.0% | +18.2% | -12.2% | +39.3% |
| YTD | +1.1% | +15.4% | -14.3% | +30.0% |
| 1Y | -37.6% | +26.5% | -64.1% | -11.8% |
| All | -37.6% | +28.7% | -66.3% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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