+921.6%
SMCI vs ED
+66.8%
+854.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -4.3% |
| 7D | -1.3% | -1.9% | +0.6% | -2.1% |
| 30D | +18.3% | +0.1% | +18.2% | +18.4% |
| 3M | +27.7% | 0.0% | +27.7% | +28.2% |
| 6M | +17.6% | -2.5% | +20.1% | +17.8% |
| YTD | +27.7% | +10.1% | +17.6% | +33.8% |
| 1Y | -14.9% | +13.6% | -28.5% | -9.6% |
| 3Y | +33.2% | +32.4% | +0.7% | +39.7% |
| 5Y | +921.6% | +69.9% | +851.7% | +995.0% |
| All | +921.6% | +66.8% | +854.8% | +995.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling