+1,008.2%
SMCI vs BA
-1.3%
+1,009.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +9.7% | +2.5% | +7.2% | +8.2% |
| 30D | +29.3% | -10.1% | +39.4% | +36.9% |
| 3M | -8.5% | -2.4% | -6.1% | -7.1% |
| 6M | +28.6% | -8.8% | +37.4% | +35.6% |
| YTD | +37.5% | -2.9% | +40.5% | +40.3% |
| 1Y | +0.5% | -8.8% | +9.3% | +5.3% |
| 3Y | +43.4% | -0.3% | +43.7% | +35.9% |
| 5Y | +1,008.2% | -0.3% | +1,008.5% | +882.7% |
| All | +1,008.2% | -1.3% | +1,009.5% | +882.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 5y: compounded portfolio wealth divided by compounded BA 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…
5y analysis · Full analysis span regression · 6 months rolling