+4,495.9%
SMCI vs ED
+371.1%
+4,124.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | +9.7% | +0.5% | +9.1% | +9.5% |
| 30D | +29.3% | +1.1% | +28.2% | +28.9% |
| 3M | -8.5% | +4.6% | -13.1% | -9.9% |
| 6M | +28.6% | -2.0% | +30.6% | +28.5% |
| YTD | +37.5% | +11.7% | +25.9% | +32.4% |
| 1Y | +0.5% | +15.7% | -15.2% | -4.6% |
| 3Y | +43.4% | +34.4% | +9.1% | +23.4% |
| 5Y | +1,008.2% | +67.3% | +940.9% | +748.3% |
| 10Y | +1,776.0% | +104.0% | +1,672.0% | +1,121.0% |
| All | +4,495.9% | +371.1% | +4,124.8% | +1,473.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling