-23.4%
SMCI vs B
+2.6%
-26.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | 0.0% |
| 7D | -6.6% | -7.3% | +0.8% | -1.9% |
| 30D | -24.9% | -3.3% | -21.6% | -23.9% |
| 3M | -31.4% | -7.8% | -23.6% | -28.8% |
| 6M | -16.0% | -15.5% | -0.5% | -7.7% |
| YTD | -8.2% | -12.3% | +4.1% | -7.0% |
| 1Y | -23.4% | +5.4% | -28.8% | -29.8% |
| All | -23.4% | +2.6% | -26.0% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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