+1,643.5%
SMCI vs AR
+44.6%
+1,598.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -1.3% | -1.3% | 0.0% | -1.1% |
| 30D | +18.3% | +3.5% | +14.7% | +17.6% |
| 3M | +27.7% | +9.9% | +17.8% | +25.5% |
| 6M | +17.6% | +4.5% | +13.0% | +15.7% |
| YTD | +27.7% | +13.7% | +14.0% | +23.7% |
| 1Y | -14.9% | +19.2% | -34.1% | -18.2% |
| 3Y | +33.2% | +46.2% | -13.0% | +23.7% |
| 5Y | +921.6% | +145.9% | +775.7% | +777.4% |
| All | +1,643.5% | +44.6% | +1,598.9% | +1,449.6% |
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