+1,770.3%
SMCI vs EL
+26.1%
+1,744.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.6% | +7.0% |
| 7D | +1.3% | -6.5% | +7.8% | +4.2% |
| 30D | +6.6% | +11.1% | -4.5% | +1.2% |
| 3M | +25.4% | +10.7% | +14.7% | +19.0% |
| 6M | +26.1% | +6.9% | +19.3% | +20.4% |
| YTD | +37.0% | -6.3% | +43.3% | +37.0% |
| 1Y | -8.8% | +13.5% | -22.2% | -16.3% |
| 3Y | +44.6% | -33.1% | +77.7% | +52.7% |
| 5Y | +995.9% | -68.8% | +1,064.7% | +1,470.9% |
| All | +1,770.3% | +26.1% | +1,744.2% | +1,397.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling