+44.6%
SMCI vs ECL
+56.3%
-11.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +6.6% |
| 7D | +1.3% | -1.1% | +2.4% | +1.8% |
| 30D | +6.6% | -0.8% | +7.4% | +6.8% |
| 3M | +25.4% | +5.0% | +20.4% | +21.1% |
| 6M | +26.1% | +0.2% | +25.9% | +24.6% |
| YTD | +37.0% | +5.8% | +31.2% | +32.8% |
| 1Y | -8.8% | +1.5% | -10.3% | -10.4% |
| 3Y | +44.6% | +55.0% | -10.4% | +12.4% |
| All | +44.6% | +56.3% | -11.7% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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