-6.2%
SMCI vs ARM
+88.0%
-94.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.1% | -0.3% |
| 7D | +9.7% | +11.4% | -1.7% | +3.7% |
| 30D | +29.3% | -7.4% | +36.8% | +34.3% |
| 3M | -8.5% | -24.5% | +16.0% | +1.9% |
| 6M | +28.6% | +128.7% | -100.1% | -29.3% |
| YTD | +37.5% | +139.3% | -101.7% | -26.7% |
| All | -6.2% | +88.0% | -94.2% | -36.4% |
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