-27.2%
SMCI vs ADVB
-95.9%
+68.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +42.7% | -54.0% | -14.6% |
| 7D | -0.3% | +74.2% | -74.5% | -5.8% |
| 30D | -30.9% | -35.9% | +4.9% | -29.1% |
| 3M | -28.2% | -56.4% | +28.2% | -24.4% |
| 6M | -17.7% | -36.7% | +19.0% | -19.2% |
| YTD | -7.8% | -43.3% | +35.5% | -11.9% |
| 1Y | -28.8% | -63.4% | +34.6% | -28.6% |
| All | -27.2% | -95.9% | +68.7% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling