-37.6%
SMCI vs AEM
+17.3%
-54.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +9.7% | -15.4% | -11.3% |
| 7D | -17.3% | +0.2% | -17.5% | -17.8% |
| 30D | -31.5% | +0.1% | -31.5% | -32.0% |
| 3M | -6.6% | +22.1% | -28.7% | -20.8% |
| 6M | +6.0% | +2.4% | +3.6% | +2.3% |
| YTD | +1.1% | +8.9% | -7.8% | -6.8% |
| 1Y | -37.6% | +18.7% | -56.3% | -46.2% |
| All | -37.6% | +17.3% | -54.8% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling