-37.6%
SMCI vs ARWR
+59.7%
-97.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.6% | -9.3% | -6.8% |
| 7D | -17.3% | +2.4% | -19.7% | -18.0% |
| 30D | -31.5% | -1.1% | -30.3% | -31.3% |
| 3M | -6.6% | -31.2% | +24.6% | +4.2% |
| 6M | +6.0% | -19.3% | +25.3% | +12.1% |
| YTD | +1.1% | -7.1% | +8.3% | +2.5% |
| 1Y | -37.6% | +62.9% | -100.4% | -41.6% |
| All | -37.6% | +59.7% | -97.3% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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