+1,121.9%
SMCI vs ALC
+30.4%
+1,091.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.8% |
| 7D | -6.6% | -1.1% | -5.5% | -6.2% |
| 30D | -24.9% | +16.0% | -41.0% | -30.4% |
| 3M | -31.4% | +0.8% | -32.2% | -32.4% |
| 6M | -16.0% | +16.8% | -32.9% | -23.6% |
| YTD | -8.2% | -5.5% | -2.7% | -8.0% |
| 1Y | -23.4% | -5.3% | -18.2% | -23.5% |
| 3Y | +5.0% | +4.1% | +1.0% | -5.0% |
| 5Y | +515.0% | -7.1% | +522.1% | +490.0% |
| All | +1,121.9% | +30.4% | +1,091.5% | +825.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling