-55.1%
SMCI vs ALAB
+449.6%
-504.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.9% | +8.6% | +4.5% |
| 7D | +9.7% | +3.2% | +6.5% | +7.9% |
| 30D | +29.3% | -13.6% | +42.9% | +36.8% |
| 3M | -8.5% | -16.6% | +8.1% | -4.0% |
| 6M | +28.6% | +142.3% | -113.7% | -13.5% |
| YTD | +37.5% | +73.6% | -36.1% | +1.9% |
| 1Y | +0.5% | +33.7% | -33.1% | -20.5% |
| All | -55.1% | +449.6% | -504.7% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 all: compounded portfolio wealth divided by compounded ALAB 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…
all analysis · Full analysis span regression · 6 months rolling