+1,730.8%
SMCI vs ALC
+21.6%
+1,709.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.6% | +2.6% |
| 7D | +9.7% | -3.7% | +13.3% | +11.5% |
| 30D | +29.3% | -3.7% | +33.1% | +31.2% |
| 3M | -8.5% | +4.6% | -13.0% | -11.0% |
| 6M | +28.6% | -14.6% | +43.2% | +36.9% |
| YTD | +37.5% | -11.9% | +49.4% | +44.0% |
| 1Y | +0.5% | -13.1% | +13.7% | +5.4% |
| 3Y | +43.4% | -15.0% | +58.4% | +46.8% |
| 5Y | +1,008.2% | -16.2% | +1,024.4% | +1,027.2% |
| All | +1,730.8% | +21.6% | +1,709.2% | +1,348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling