-2.7%
SMCI vs BTI
+5.0%
-7.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +4.2% |
| 7D | +6.8% | -1.4% | +8.2% | +6.3% |
| 30D | +30.6% | -6.6% | +37.2% | +28.4% |
| 3M | -15.6% | -3.0% | -12.6% | -17.4% |
| 6M | +21.3% | -6.7% | +27.9% | +17.5% |
| YTD | +35.3% | +0.6% | +34.7% | +34.9% |
| 1Y | -2.7% | +5.6% | -8.3% | +11.9% |
| All | -2.7% | +5.0% | -7.7% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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