+523.6%
SMCI vs BURL
-10.8%
+534.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.1% | +0.9% |
| 7D | -6.6% | -1.6% | -5.0% | -6.0% |
| 30D | -24.9% | -7.7% | -17.2% | -22.9% |
| 3M | -31.4% | -31.7% | +0.3% | -21.3% |
| 6M | -16.0% | -15.2% | -0.9% | -12.6% |
| YTD | -8.2% | -15.9% | +7.7% | -4.1% |
| 1Y | -23.4% | -14.2% | -9.2% | -21.3% |
| 3Y | +5.0% | +93.5% | -88.5% | -17.5% |
| All | +523.6% | -10.8% | +534.4% | +487.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 5y: compounded portfolio wealth divided by compounded BURL 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…
5y analysis · Full analysis span regression · 6 months rolling