-2.7%
SMCI vs ELV
+34.8%
-37.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.8% | +6.3% | +4.9% |
| 7D | +6.8% | +3.3% | +3.5% | +6.1% |
| 30D | +30.6% | +4.2% | +26.4% | +29.5% |
| 3M | -15.6% | -0.1% | -15.5% | -15.0% |
| 6M | +21.3% | +41.3% | -20.0% | +14.2% |
| YTD | +35.3% | +17.4% | +17.8% | +29.3% |
| 1Y | -2.7% | +35.1% | -37.8% | -8.3% |
| All | -2.7% | +34.8% | -37.5% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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