-17.7%
SMCI vs B
-17.7%
0.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -3.1% | -8.2% | -9.1% |
| 7D | -0.3% | -6.2% | +5.9% | +4.0% |
| 30D | -30.9% | -6.6% | -24.3% | -27.5% |
| 3M | -28.2% | -7.9% | -20.4% | -25.3% |
| 6M | -17.7% | -16.8% | -0.9% | +7.6% |
| All | -17.7% | -17.7% | 0.0% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling