-0.8%
SMCI vs ARM
+239.6%
-240.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +2.0% |
| 7D | -6.6% | +9.1% | -15.7% | -10.8% |
| 30D | -24.9% | -19.9% | -5.0% | -15.9% |
| 3M | -31.4% | -31.6% | +0.2% | -17.7% |
| 6M | -16.0% | -13.9% | -2.2% | -14.8% |
| YTD | -8.2% | +74.3% | -82.5% | -37.2% |
| 1Y | -23.4% | +35.8% | -59.2% | -40.3% |
| 3Y | +5.0% | +268.6% | -263.6% | -48.4% |
| All | -0.8% | +239.6% | -240.4% | -43.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling