+3,476.3%
SMCI vs ALM
+7,705.7%
-4,229.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.1% | +4.5% |
| 7D | +6.8% | -2.6% | +9.4% | +6.8% |
| 30D | +30.6% | +32.0% | -1.4% | +30.4% |
| 3M | -15.6% | -15.0% | -0.5% | -15.6% |
| 6M | +21.3% | -10.1% | +31.4% | +21.3% |
| YTD | +35.3% | +99.4% | -64.2% | +35.1% |
| 1Y | -2.7% | +316.4% | -319.1% | -3.0% |
| 3Y | +40.3% | +2,022.0% | -1,981.7% | +39.7% |
| 5Y | +941.8% | +941.2% | +0.7% | +937.3% |
| 10Y | +1,687.4% | +2,950.3% | -1,263.0% | +1,683.6% |
| All | +3,476.3% | +7,705.7% | -4,229.4% | +3,513.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling