+3,072.4%
SMCI vs ALK
+385.6%
+2,686.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -11.5% | +12.9% | -24.4% | -15.4% |
| 30D | -33.6% | +5.5% | -39.2% | -35.4% |
| 3M | -11.7% | -12.1% | +0.4% | -8.5% |
| 6M | -21.4% | +1.7% | -23.1% | -22.5% |
| YTD | -5.1% | -17.4% | +12.4% | +0.1% |
| 1Y | -30.9% | -1.9% | -28.9% | -31.3% |
| 3Y | +4.5% | +21.2% | -16.8% | -8.6% |
| 5Y | +534.2% | -27.8% | +562.0% | +549.3% |
| 10Y | +1,062.8% | -41.0% | +1,103.8% | +1,033.4% |
| All | +3,072.4% | +385.6% | +2,686.8% | +1,280.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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