+1,817.9%
SMCI vs AR
-28.5%
+1,846.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -6.6% | +7.4% | -13.9% | -7.7% |
| 30D | -24.9% | +5.8% | -30.7% | -25.7% |
| 3M | -31.4% | +5.2% | -36.6% | -32.2% |
| 6M | -16.0% | +5.4% | -21.5% | -17.5% |
| YTD | -8.2% | +12.4% | -20.6% | -11.3% |
| 1Y | -23.4% | +12.8% | -36.2% | -26.1% |
| 3Y | +5.0% | +47.2% | -42.1% | -2.9% |
| 5Y | +515.0% | +101.1% | +413.9% | +433.9% |
| 10Y | +953.7% | +57.6% | +896.1% | +793.7% |
| All | +1,817.9% | -28.5% | +1,846.4% | +1,833.8% |
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