+1,643.5%
SMCI vs ALM
+2,776.7%
-1,133.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.6% | +5.6% | -3.2% |
| 7D | -1.3% | -7.1% | +5.8% | -0.8% |
| 30D | +18.3% | +24.7% | -6.4% | +16.3% |
| 3M | +27.7% | +8.3% | +19.4% | +26.5% |
| 6M | +17.6% | -22.2% | +39.8% | +18.8% |
| YTD | +27.7% | +88.1% | -60.4% | +23.4% |
| 1Y | -14.9% | +272.4% | -287.2% | -20.5% |
| 3Y | +33.2% | +2,004.1% | -1,970.9% | +13.7% |
| 5Y | +921.6% | +915.8% | +5.8% | +784.5% |
| All | +1,643.5% | +2,776.7% | -1,133.3% | +1,420.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling