+34.8%
SMCI vs ALB
-31.4%
+66.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -3.2% |
| 7D | -1.3% | -7.6% | +6.3% | +0.7% |
| 30D | +18.3% | -5.6% | +23.9% | +19.6% |
| 3M | +27.7% | -16.8% | +44.6% | +33.0% |
| 6M | +17.6% | -26.3% | +43.9% | +26.2% |
| YTD | +27.7% | -13.2% | +40.9% | +31.1% |
| 1Y | -14.9% | +68.8% | -83.7% | -27.1% |
| All | +34.8% | -31.4% | +66.2% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling