+34.8%
SMCI vs BAX
-34.3%
+69.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | -1.3% | -5.4% | +4.1% | 0.0% |
| 30D | +18.3% | -12.4% | +30.7% | +21.9% |
| 3M | +27.7% | +19.1% | +8.6% | +20.4% |
| 6M | +17.6% | +38.6% | -21.0% | +5.3% |
| YTD | +27.7% | +26.7% | +1.0% | +16.4% |
| 1Y | -14.9% | +1.0% | -15.9% | -18.1% |
| All | +34.8% | -34.3% | +69.1% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling