+2,725.8%
SMCI vs AR
-27.2%
+2,753.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.7% |
| 7D | +6.8% | +2.5% | +4.3% | +6.3% |
| 30D | +30.6% | +14.8% | +15.8% | +27.5% |
| 3M | -15.6% | +6.2% | -21.8% | -16.7% |
| 6M | +21.3% | +4.3% | +17.0% | +19.3% |
| YTD | +35.3% | +14.4% | +20.9% | +30.8% |
| 1Y | -2.7% | +21.3% | -24.1% | -6.9% |
| 3Y | +40.3% | +39.8% | +0.5% | +30.7% |
| 5Y | +941.8% | +142.1% | +799.8% | +783.5% |
| 10Y | +1,687.4% | +52.0% | +1,635.3% | +1,430.7% |
| All | +2,725.8% | -27.2% | +2,753.1% | +2,751.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling