-8.8%
SMCI vs BAH
-24.0%
+15.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.2% |
| 7D | +1.3% | +4.3% | -3.0% | +0.8% |
| 30D | +6.6% | -2.5% | +9.1% | +7.0% |
| 3M | +25.4% | -0.9% | +26.4% | +27.3% |
| 6M | +26.1% | +1.5% | +24.7% | +26.8% |
| YTD | +37.0% | -8.0% | +45.0% | +42.2% |
| 1Y | -8.8% | -24.7% | +16.0% | -1.5% |
| All | -8.8% | -24.0% | +15.3% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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