+1,126.4%
SMCI vs ALLY
+98.8%
+1,027.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.8% |
| 7D | -6.6% | +0.4% | -6.9% | -6.6% |
| 30D | -24.9% | +5.2% | -30.1% | -26.8% |
| 3M | -31.4% | -13.3% | -18.1% | -26.8% |
| 6M | -16.0% | -6.7% | -9.4% | -13.1% |
| YTD | -8.2% | -12.8% | +4.6% | -2.1% |
| 1Y | -23.4% | +0.7% | -24.1% | -23.6% |
| 3Y | +5.0% | +65.2% | -60.2% | -16.8% |
| 5Y | +515.0% | -10.1% | +525.2% | +503.9% |
| 10Y | +953.7% | +177.0% | +776.8% | +474.9% |
| All | +1,126.4% | +98.8% | +1,027.6% | +655.8% |
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