+523.6%
SMCI vs ALC
-9.1%
+532.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.6% |
| 7D | -6.6% | -1.1% | -5.5% | -6.3% |
| 30D | -24.9% | +16.0% | -41.0% | -29.7% |
| 3M | -31.4% | +0.8% | -32.2% | -32.1% |
| 6M | -16.0% | +16.8% | -32.9% | -22.9% |
| YTD | -8.2% | -5.5% | -2.7% | -7.3% |
| 1Y | -23.4% | -5.3% | -18.2% | -22.9% |
| 3Y | +5.0% | +4.1% | +1.0% | -7.0% |
| All | +523.6% | -9.1% | +532.7% | +521.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling