-8.8%
SMCI vs AGG
-0.7%
-8.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.3% | +7.8% |
| 7D | +1.3% | -1.1% | +2.3% | +9.1% |
| 30D | +6.6% | -1.1% | +7.8% | +15.8% |
| 3M | +25.4% | -1.9% | +27.4% | +43.7% |
| 6M | +26.1% | -1.7% | +27.9% | +45.6% |
| YTD | +37.0% | -1.3% | +38.3% | +58.1% |
| 1Y | -8.8% | -0.7% | -8.0% | +11.5% |
| All | -8.8% | -0.7% | -8.1% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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