-2.7%
SMCI vs AR
+22.7%
-25.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.6% |
| 7D | +6.8% | +2.5% | +4.3% | +6.5% |
| 30D | +30.6% | +14.8% | +15.8% | +28.6% |
| 3M | -15.6% | +6.2% | -21.8% | -16.1% |
| 6M | +21.3% | +4.3% | +17.0% | +18.8% |
| YTD | +35.3% | +14.4% | +20.9% | +26.0% |
| 1Y | -2.7% | +21.3% | -24.1% | -10.1% |
| All | -2.7% | +22.7% | -25.4% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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