+4,495.9%
SMCI vs BWA
+395.1%
+4,100.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.5% |
| 7D | +9.7% | +4.3% | +5.4% | +7.6% |
| 30D | +29.3% | -2.9% | +32.2% | +30.9% |
| 3M | -8.5% | -12.4% | +3.9% | -1.9% |
| 6M | +28.6% | +28.6% | 0.0% | +17.4% |
| YTD | +37.5% | +48.2% | -10.7% | +15.7% |
| 1Y | +0.5% | +50.9% | -50.4% | -16.7% |
| 3Y | +43.4% | +72.2% | -28.7% | +9.8% |
| 5Y | +1,008.2% | +91.1% | +917.1% | +699.8% |
| 10Y | +1,776.0% | +144.0% | +1,632.0% | +1,044.8% |
| All | +4,495.9% | +395.1% | +4,100.8% | +1,827.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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