-37.6%
SMCI vs AUR
-17.4%
-20.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.4% | -1.3% | -3.2% |
| 7D | -17.3% | -19.8% | +2.5% | -6.8% |
| 30D | -31.5% | -29.0% | -2.4% | -17.3% |
| 3M | -6.6% | -43.6% | +37.0% | +26.5% |
| 6M | +6.0% | -36.6% | +42.7% | +32.3% |
| YTD | +1.1% | +6.3% | -5.1% | -5.7% |
| 1Y | -37.6% | -9.0% | -28.5% | -37.9% |
| All | -37.6% | -17.4% | -20.1% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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