+40.4%
SMCI vs ACI
-45.1%
+85.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -4.1% |
| 7D | +5.2% | -5.0% | +10.3% | +3.5% |
| 30D | +23.7% | -2.3% | +26.1% | +23.0% |
| 3M | -4.2% | -23.2% | +19.0% | -10.9% |
| 6M | +21.7% | -29.5% | +51.2% | +10.9% |
| YTD | +33.0% | -28.6% | +61.6% | +21.8% |
| 1Y | -9.3% | -34.0% | +24.7% | -18.6% |
| All | +40.4% | -45.1% | +85.4% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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