+4,495.9%
SMCI vs ECL
+716.2%
+3,779.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | +9.7% | -0.8% | +10.4% | +10.2% |
| 30D | +29.3% | -2.5% | +31.8% | +30.8% |
| 3M | -8.5% | +8.3% | -16.8% | -13.8% |
| 6M | +28.6% | -1.1% | +29.7% | +28.8% |
| YTD | +37.5% | +6.5% | +31.0% | +31.3% |
| 1Y | +0.5% | +2.1% | -1.5% | -2.2% |
| 3Y | +43.4% | +57.6% | -14.2% | +2.8% |
| 5Y | +1,008.2% | +28.1% | +980.1% | +790.8% |
| 10Y | +1,776.0% | +153.2% | +1,622.8% | +763.7% |
| All | +4,495.9% | +716.2% | +3,779.7% | +754.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling