+34.8%
SMCI vs BB
+62.2%
-27.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -2.9% |
| 7D | -1.3% | -2.1% | +0.8% | -0.4% |
| 30D | +18.3% | -16.0% | +34.3% | +26.8% |
| 3M | +27.7% | -14.5% | +42.2% | +32.0% |
| 6M | +17.6% | +118.6% | -101.0% | -18.9% |
| YTD | +27.7% | +98.9% | -71.2% | -8.4% |
| 1Y | -14.9% | +99.5% | -114.3% | -39.7% |
| All | +34.8% | +62.2% | -27.4% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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