+921.6%
SMCI vs EL
-69.5%
+991.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.1% |
| 7D | -1.3% | -4.4% | +3.1% | +0.4% |
| 30D | +18.3% | +10.3% | +8.0% | +13.1% |
| 3M | +27.7% | +13.4% | +14.3% | +20.7% |
| 6M | +17.6% | +3.1% | +14.5% | +14.3% |
| YTD | +27.7% | -6.9% | +34.6% | +28.1% |
| 1Y | -14.9% | +11.9% | -26.8% | -20.8% |
| 3Y | +33.2% | -33.8% | +67.0% | +37.1% |
| 5Y | +921.6% | -69.0% | +990.6% | +1,329.6% |
| All | +921.6% | -69.5% | +991.1% | +1,329.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling