+5.6%
SMCI vs ARM
+232.1%
-226.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.7% | -7.2% | -4.0% |
| 7D | -6.0% | -5.3% | -0.7% | -3.5% |
| 30D | -31.7% | -30.0% | -1.6% | -17.9% |
| 3M | -8.1% | -34.1% | +25.9% | +12.2% |
| 6M | -19.1% | -12.6% | -6.5% | -18.8% |
| YTD | -2.3% | +70.4% | -72.7% | -32.4% |
| 1Y | -28.1% | +22.3% | -50.3% | -40.7% |
| 3Y | +8.0% | +261.2% | -253.2% | -46.4% |
| All | +5.6% | +232.1% | -226.5% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling