+3,663.3%
SMCI vs BAH
+886.2%
+2,777.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.0% | +5.1% |
| 7D | +6.8% | -3.2% | +10.0% | +8.0% |
| 30D | +30.6% | +2.0% | +28.6% | +29.4% |
| 3M | -15.6% | -7.6% | -8.0% | -13.8% |
| 6M | +21.3% | -5.7% | +26.9% | +21.9% |
| YTD | +35.3% | -11.7% | +47.0% | +38.4% |
| 1Y | -2.7% | -27.4% | +24.6% | +6.4% |
| 3Y | +40.3% | -32.5% | +72.8% | +53.4% |
| 5Y | +941.8% | -3.3% | +945.2% | +868.8% |
| 10Y | +1,687.4% | +186.0% | +1,501.4% | +963.5% |
| All | +3,663.3% | +886.2% | +2,777.1% | +1,155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling