-37.6%
SMCI vs BABA
-34.7%
-2.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.9% | -10.6% | -7.8% |
| 7D | -17.3% | +4.3% | -21.6% | -19.0% |
| 30D | -31.5% | -5.0% | -26.5% | -30.0% |
| 3M | -6.6% | -18.4% | +11.8% | +2.0% |
| 6M | +6.0% | -20.3% | +26.3% | +18.7% |
| YTD | +1.1% | -27.5% | +28.6% | +12.6% |
| 1Y | -37.6% | -35.3% | -2.2% | -29.7% |
| All | -37.6% | -34.7% | -2.9% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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