+1,307.9%
SMCI vs ACI
+25.9%
+1,282.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.9% | +4.5% |
| 7D | +6.8% | +0.2% | +6.6% | +6.8% |
| 30D | +30.6% | +5.9% | +24.7% | +30.6% |
| 3M | -15.6% | -19.8% | +4.2% | -15.4% |
| 6M | +21.3% | -24.7% | +46.0% | +21.6% |
| YTD | +35.3% | -24.4% | +59.6% | +35.4% |
| 1Y | -2.7% | -31.5% | +28.8% | -2.0% |
| 3Y | +40.3% | -38.7% | +79.0% | +41.5% |
| 5Y | +941.8% | -42.8% | +984.6% | +943.3% |
| All | +1,307.9% | +25.9% | +1,282.0% | +1,201.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling