+40.4%
SMCI vs B
+198.4%
-158.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.8% |
| 7D | +5.2% | +1.0% | +4.2% | +4.6% |
| 30D | +23.7% | +9.5% | +14.2% | +18.0% |
| 3M | -4.2% | +14.3% | -18.5% | -10.4% |
| 6M | +21.7% | -1.9% | +23.6% | +20.9% |
| YTD | +33.0% | +4.1% | +28.9% | +28.7% |
| 1Y | -9.3% | +56.1% | -65.4% | -24.1% |
| All | +40.4% | +198.4% | -158.0% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling