+5.0%
SMCI vs ACGL
+33.8%
-28.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.3% |
| 7D | -6.6% | +2.2% | -8.7% | -5.4% |
| 30D | -24.9% | +12.3% | -37.2% | -19.7% |
| 3M | -31.4% | +11.8% | -43.2% | -26.5% |
| 6M | -16.0% | +17.5% | -33.5% | -7.0% |
| YTD | -8.2% | +14.3% | -22.5% | +1.1% |
| 1Y | -23.4% | +18.2% | -41.6% | -14.9% |
| 3Y | +5.0% | +33.2% | -28.1% | +1.8% |
| All | +5.0% | +33.8% | -28.7% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling