+5.0%
SMCI vs ECL
+79.8%
-74.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.0% |
| 7D | -6.6% | +2.9% | -9.4% | -7.4% |
| 30D | -24.9% | +7.5% | -32.4% | -26.8% |
| 3M | -31.4% | +12.2% | -43.6% | -34.3% |
| 6M | -16.0% | +24.6% | -40.6% | -23.8% |
| YTD | -8.2% | +18.8% | -27.0% | -14.5% |
| 1Y | -23.4% | +19.3% | -42.8% | -28.9% |
| 3Y | +5.0% | +78.2% | -73.2% | -27.5% |
| All | +5.0% | +79.8% | -74.8% | -27.5% |
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