+34.8%
SMCI vs BAH
-28.1%
+62.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.8% | -8.8% | -5.1% |
| 7D | -1.3% | +2.4% | -3.7% | -1.9% |
| 30D | +18.3% | -2.9% | +21.2% | +19.0% |
| 3M | +27.7% | -1.3% | +29.0% | +28.1% |
| 6M | +17.6% | -0.9% | +18.5% | +17.4% |
| YTD | +27.7% | -8.2% | +35.9% | +29.8% |
| 1Y | -14.9% | -24.0% | +9.1% | -9.0% |
| All | +34.8% | -28.1% | +62.9% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling