+8.7%
SMCI vs ADVB
-88.8%
+97.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +2.0% |
| 7D | +9.7% | -14.0% | +23.7% | +10.9% |
| 30D | +29.3% | +41.0% | -11.6% | +25.5% |
| 3M | -8.5% | +127.9% | -136.4% | -17.4% |
| 6M | +28.6% | +101.3% | -72.8% | +12.8% |
| YTD | +37.5% | +53.8% | -16.2% | +23.0% |
| 1Y | +0.5% | +4.4% | -3.9% | -9.1% |
| All | +8.7% | -88.8% | +97.4% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling