+34.8%
SMCI vs BBWI
-48.6%
+83.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.5% |
| 7D | -1.3% | -8.0% | +6.7% | +1.6% |
| 30D | +18.3% | -6.6% | +24.9% | +19.8% |
| 3M | +27.7% | -2.7% | +30.4% | +24.4% |
| 6M | +17.6% | -12.8% | +30.4% | +19.7% |
| YTD | +27.7% | -10.5% | +38.2% | +28.0% |
| 1Y | -14.9% | -35.3% | +20.5% | -4.0% |
| All | +34.8% | -48.6% | +83.4% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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