+1,973.5%
SMCI vs BURL
+970.5%
+1,003.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.8% |
| 7D | -12.7% | +4.1% | -16.8% | -14.2% |
| 30D | -36.0% | -9.5% | -26.5% | -34.1% |
| 3M | -2.1% | -33.5% | +31.4% | +11.7% |
| 6M | -17.0% | -22.1% | +5.1% | -11.0% |
| YTD | -1.7% | -14.6% | +12.8% | +1.9% |
| 1Y | -28.7% | -8.4% | -20.3% | -28.4% |
| 3Y | +13.9% | +86.6% | -72.7% | -10.0% |
| 5Y | +517.4% | -17.2% | +534.6% | +500.1% |
| 10Y | +1,204.3% | +256.4% | +947.9% | +660.0% |
| All | +1,973.5% | +970.5% | +1,003.0% | +814.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling