+1,770.3%
SMCI vs APD
+166.7%
+1,603.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.0% | +7.7% |
| 7D | +1.3% | -3.3% | +4.6% | +3.0% |
| 30D | +6.6% | -4.2% | +10.8% | +8.8% |
| 3M | +25.4% | +5.4% | +20.0% | +21.0% |
| 6M | +26.1% | +6.3% | +19.9% | +20.7% |
| YTD | +37.0% | +20.3% | +16.7% | +22.5% |
| 1Y | -8.8% | +1.6% | -10.3% | -11.6% |
| 3Y | +44.6% | +4.0% | +40.6% | +35.4% |
| 5Y | +995.9% | +23.3% | +972.6% | +805.3% |
| All | +1,770.3% | +166.7% | +1,603.7% | +789.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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