+523.6%
SMCI vs BAH
+6.1%
+517.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -6.6% | +1.7% | -8.3% | -7.0% |
| 30D | -24.9% | +20.8% | -45.7% | -28.9% |
| 3M | -31.4% | +11.6% | -42.9% | -33.9% |
| 6M | -16.0% | +23.1% | -39.1% | -22.0% |
| YTD | -8.2% | +5.3% | -13.5% | -10.9% |
| 1Y | -23.4% | +6.1% | -29.6% | -26.2% |
| 3Y | +5.0% | -27.5% | +32.5% | +14.1% |
| All | +523.6% | +6.1% | +517.4% | +446.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling