+921.6%
SMCI vs ECL
+26.5%
+895.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -1.3% | -2.6% | +1.3% | +0.1% |
| 30D | +18.3% | -4.6% | +22.9% | +20.8% |
| 3M | +27.7% | +6.0% | +21.7% | +22.0% |
| 6M | +17.6% | -3.0% | +20.5% | +18.7% |
| YTD | +27.7% | +4.0% | +23.7% | +24.2% |
| 1Y | -14.9% | +2.0% | -16.9% | -16.8% |
| 3Y | +33.2% | +53.9% | -20.7% | -1.2% |
| 5Y | +921.6% | +27.1% | +894.5% | +683.6% |
| All | +921.6% | +26.5% | +895.1% | +683.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling