+2,967.4%
SMCI vs ACGL
+1,453.3%
+1,514.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.6% |
| 7D | -6.6% | +2.2% | -8.7% | -7.5% |
| 30D | -24.9% | +12.3% | -37.2% | -29.5% |
| 3M | -31.4% | +11.8% | -43.2% | -35.8% |
| 6M | -16.0% | +17.5% | -33.5% | -25.0% |
| YTD | -8.2% | +14.3% | -22.5% | -17.6% |
| 1Y | -23.4% | +18.2% | -41.6% | -32.6% |
| 3Y | +5.0% | +33.2% | -28.1% | -20.0% |
| 5Y | +515.0% | +174.3% | +340.7% | +195.0% |
| 10Y | +953.7% | +326.3% | +627.4% | +254.3% |
| All | +2,967.4% | +1,453.3% | +1,514.1% | +340.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling