-37.6%
SMCI vs BAX
+46.0%
-83.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.0% | -9.7% | -6.2% |
| 7D | -17.3% | +4.1% | -21.4% | -17.7% |
| 30D | -31.5% | +9.4% | -40.9% | -32.3% |
| 3M | -6.6% | -6.5% | -0.1% | -5.0% |
| 6M | +6.0% | +59.6% | -53.6% | -11.0% |
| YTD | +1.1% | +38.9% | -37.7% | -13.6% |
| 1Y | -37.6% | +48.0% | -85.6% | -47.8% |
| All | -37.6% | +46.0% | -83.6% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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