+950.0%
SMCI vs APLD
+448.5%
+501.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.0% | +1.0% | -3.1% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +18.3% | -13.2% | +31.5% | +21.2% |
| 3M | +27.7% | -33.8% | +61.5% | +36.3% |
| 6M | +17.6% | -5.9% | +23.5% | +18.3% |
| YTD | +27.7% | +5.1% | +22.6% | +24.3% |
| 1Y | -14.9% | +51.8% | -66.7% | -22.8% |
| 3Y | +33.2% | +397.7% | -364.5% | -6.8% |
| All | +950.0% | +448.5% | +501.5% | +753.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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