-37.6%
SMCI vs ALB
+4.7%
-42.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.3% | -11.0% | -7.2% |
| 7D | -17.3% | -2.1% | -15.3% | -16.9% |
| 30D | -31.5% | -9.0% | -22.5% | -29.6% |
| 3M | -6.6% | -21.1% | +14.5% | -1.3% |
| 6M | +6.0% | -49.9% | +55.9% | +24.9% |
| YTD | +1.1% | -32.3% | +33.4% | +14.3% |
| 1Y | -37.6% | +8.6% | -46.2% | -27.5% |
| All | -37.6% | +4.7% | -42.3% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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