-37.6%
SMCI vs ED
+27.1%
-64.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.0% | -8.7% | -2.2% |
| 7D | -17.3% | +5.4% | -22.7% | -11.8% |
| 30D | -31.5% | +16.4% | -47.8% | -18.3% |
| 3M | -6.6% | +11.9% | -18.5% | +6.8% |
| 6M | +6.0% | +11.6% | -5.5% | +25.1% |
| YTD | +1.1% | +24.1% | -23.0% | +29.5% |
| 1Y | -37.6% | +26.9% | -64.4% | -18.6% |
| All | -37.6% | +27.1% | -64.7% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling