+40.4%
SMCI vs ALC
-16.2%
+56.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | +5.2% | -5.3% | +10.5% | +6.6% |
| 30D | +23.7% | -7.1% | +30.8% | +25.8% |
| 3M | -4.2% | +0.8% | -5.0% | -4.8% |
| 6M | +21.7% | -16.0% | +37.7% | +28.6% |
| YTD | +33.0% | -12.7% | +45.7% | +38.5% |
| 1Y | -9.3% | -12.8% | +3.5% | -5.8% |
| All | +40.4% | -16.2% | +56.6% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling