-23.4%
SMCI vs BAC
-3.1%
-20.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -1.4% |
| 7D | -6.6% | +3.2% | -9.8% | -9.2% |
| 30D | -24.9% | -0.7% | -24.2% | -24.2% |
| 3M | -31.4% | -20.0% | -11.4% | -15.5% |
| 6M | -16.0% | +3.4% | -19.5% | -19.6% |
| YTD | -8.2% | -5.7% | -2.5% | -2.8% |
| 1Y | -23.4% | -1.4% | -22.0% | -24.5% |
| All | -23.4% | -3.1% | -20.3% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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