-37.6%
SMCI vs ALM
+44.8%
-82.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.2% | -6.9% | -6.1% |
| 7D | -17.3% | -6.4% | -11.0% | -15.6% |
| 30D | -31.5% | -35.0% | +3.5% | -21.7% |
| 3M | -6.6% | -33.8% | +27.2% | +5.1% |
| 6M | +6.0% | -55.0% | +61.0% | +30.9% |
| YTD | +1.1% | -0.2% | +1.4% | +14.4% |
| 1Y | -37.6% | +41.8% | -79.3% | -34.0% |
| All | -37.6% | +44.8% | -82.4% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling