+2,017.6%
SMCI vs ALLE
+340.4%
+1,677.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.8% | +8.7% | +9.0% |
| 7D | +2.8% | -0.8% | +3.6% | +3.4% |
| 30D | -23.9% | +27.4% | -51.2% | -34.3% |
| 3M | -3.7% | +13.8% | -17.6% | -11.8% |
| 6M | -9.2% | +45.5% | -54.7% | -28.3% |
| YTD | +4.0% | +21.4% | -17.4% | -9.1% |
| 1Y | -21.6% | +15.4% | -37.0% | -29.5% |
| 3Y | +14.4% | +91.7% | -77.3% | -25.3% |
| 5Y | +586.8% | +54.5% | +532.2% | +403.3% |
| 10Y | +1,093.3% | +210.5% | +882.8% | +476.5% |
| All | +2,017.6% | +340.4% | +1,677.2% | +727.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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