+1,040.2%
SMCI vs AUR
-35.7%
+1,075.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.6% | +5.7% | +7.0% |
| 7D | +1.3% | +1.4% | -0.1% | +1.0% |
| 30D | +6.6% | -6.4% | +13.0% | +7.8% |
| 3M | +25.4% | +7.7% | +17.7% | +23.6% |
| 6M | +26.1% | +44.5% | -18.4% | +18.3% |
| YTD | +37.0% | +67.4% | -30.4% | +25.4% |
| 1Y | -8.8% | +15.4% | -24.2% | -11.6% |
| 3Y | +44.6% | +94.8% | -50.3% | +22.6% |
| 5Y | +995.9% | -35.1% | +1,031.0% | +842.5% |
| All | +1,040.2% | -35.7% | +1,075.9% | +884.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling