+523.6%
SMCI vs ACM
+1.1%
+522.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.8% |
| 7D | -6.6% | +5.6% | -12.2% | -9.5% |
| 30D | -24.9% | +20.8% | -45.7% | -32.9% |
| 3M | -31.4% | +11.4% | -42.8% | -36.4% |
| 6M | -16.0% | +0.9% | -17.0% | -18.8% |
| YTD | -8.2% | -24.8% | +16.6% | +8.0% |
| 1Y | -23.4% | -46.4% | +23.0% | +17.2% |
| 3Y | +5.0% | -9.2% | +14.3% | +3.8% |
| All | +523.6% | +1.1% | +522.5% | +457.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 5y: compounded portfolio wealth divided by compounded ACM 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…
5y analysis · Full analysis span regression · 6 months rolling