+1,723.6%
SMCI vs ALC
+16.1%
+1,707.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.6% |
| 7D | +1.3% | -6.3% | +7.6% | +4.4% |
| 30D | +6.6% | -10.3% | +16.9% | +12.1% |
| 3M | +25.4% | -0.7% | +26.2% | +24.5% |
| 6M | +26.1% | -17.8% | +44.0% | +36.7% |
| YTD | +37.0% | -15.8% | +52.8% | +46.5% |
| 1Y | -8.8% | -16.7% | +8.0% | -2.3% |
| 3Y | +44.6% | -19.7% | +64.3% | +52.3% |
| 5Y | +995.9% | -19.8% | +1,015.7% | +1,038.0% |
| All | +1,723.6% | +16.1% | +1,707.4% | +1,373.8% |
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 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