-2.7%
SMCI vs ACGL
+4.8%
-7.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.7% | +6.3% | +2.7% |
| 7D | +6.8% | -0.7% | +7.5% | +6.0% |
| 30D | +30.6% | -1.0% | +31.6% | +29.7% |
| 3M | -15.6% | +11.0% | -26.6% | -6.0% |
| 6M | +21.3% | -0.3% | +21.6% | +28.1% |
| YTD | +35.3% | +2.3% | +33.0% | +45.0% |
| 1Y | -2.7% | +6.4% | -9.1% | +10.0% |
| All | -2.7% | +4.8% | -7.6% | +10.0% |
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