-2.7%
SMCI vs ARM
+92.2%
-95.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.9% | +0.6% | +2.5% |
| 7D | +6.8% | +5.5% | +1.3% | +3.9% |
| 30D | +30.6% | -8.2% | +38.8% | +35.9% |
| 3M | -15.6% | -35.9% | +20.3% | +2.8% |
| 6M | +21.3% | +103.1% | -81.9% | -28.2% |
| YTD | +35.3% | +130.6% | -95.4% | -26.6% |
| 1Y | -2.7% | +86.1% | -88.8% | -33.4% |
| All | -2.7% | +92.2% | -95.0% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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