+950.2%
SMCI vs AR
+57.2%
+893.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +1.3% | -12.6% | -11.5% |
| 7D | -0.3% | +6.4% | -6.7% | -1.3% |
| 30D | -30.9% | +3.1% | -34.0% | -31.3% |
| 3M | -28.2% | +3.3% | -31.5% | -28.9% |
| 6M | -17.7% | +6.6% | -24.2% | -19.2% |
| YTD | -7.8% | +12.3% | -20.1% | -10.8% |
| 1Y | -28.8% | +12.3% | -41.1% | -31.1% |
| 3Y | +1.5% | +50.4% | -49.0% | -6.2% |
| 5Y | +517.8% | +101.0% | +416.8% | +443.0% |
| All | +950.2% | +57.2% | +893.0% | +798.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling