-37.6%
SMCI vs AS
+3.3%
-40.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.1% | -10.8% | -8.5% |
| 7D | -17.3% | +13.8% | -31.1% | -23.9% |
| 30D | -31.5% | +16.7% | -48.1% | -38.3% |
| 3M | -6.6% | -11.5% | +4.9% | +0.8% |
| 6M | +6.0% | -5.5% | +11.5% | +8.8% |
| YTD | +1.1% | -14.2% | +15.3% | +5.9% |
| 1Y | -37.6% | +2.1% | -39.6% | -40.6% |
| All | -37.6% | +3.3% | -40.9% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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