-37.6%
SMCI vs ALC
+4.2%
-41.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.8% | -12.5% | -3.5% |
| 7D | -17.3% | +10.7% | -28.1% | -14.6% |
| 30D | -31.5% | +20.2% | -51.6% | -27.7% |
| 3M | -6.6% | +8.9% | -15.5% | -3.1% |
| 6M | +6.0% | +5.7% | +0.3% | +8.1% |
| YTD | +1.1% | -1.4% | +2.6% | +9.1% |
| 1Y | -37.6% | +4.7% | -42.3% | -32.8% |
| All | -37.6% | +4.2% | -41.7% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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