-35.6%
SMCI vs AZO
-10.2%
-25.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.5% | -8.0% | -8.7% |
| 7D | -21.3% | +5.5% | -26.8% | -20.0% |
| 30D | -37.7% | +14.2% | -51.8% | -35.3% |
| 3M | -10.7% | +7.9% | -18.6% | -8.0% |
| 6M | -2.7% | -6.6% | +3.9% | +4.2% |
| YTD | -7.5% | -2.4% | -5.0% | -0.5% |
| 1Y | -35.6% | -9.6% | -25.9% | -31.3% |
| All | -35.6% | -10.2% | -25.4% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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