+1,706.9%
SMCI vs ALLY
+124.8%
+1,582.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.4% |
| 7D | +6.8% | +3.7% | +3.1% | +5.0% |
| 30D | +30.6% | -2.3% | +32.8% | +32.2% |
| 3M | -15.6% | +3.8% | -19.4% | -16.7% |
| 6M | +21.3% | +9.7% | +11.5% | +16.5% |
| YTD | +35.3% | -1.4% | +36.7% | +36.6% |
| 1Y | -2.7% | +8.2% | -11.0% | -6.4% |
| 3Y | +40.3% | +66.5% | -26.2% | +10.1% |
| 5Y | +941.8% | +1.2% | +940.6% | +866.9% |
| 10Y | +1,687.4% | +191.4% | +1,495.9% | +853.2% |
| All | +1,706.9% | +124.8% | +1,582.1% | +954.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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