-37.6%
SMCI vs EME
-3.1%
-34.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -9.6% | +3.9% | +2.1% |
| 7D | -17.3% | -5.8% | -11.5% | -13.6% |
| 30D | -31.5% | -17.9% | -13.5% | -20.0% |
| 3M | -6.6% | -22.0% | +15.4% | +13.7% |
| 6M | +6.0% | -29.7% | +35.7% | +45.6% |
| YTD | +1.1% | +4.7% | -3.6% | -0.3% |
| 1Y | -37.6% | -2.1% | -35.4% | -35.0% |
| All | -37.6% | -3.1% | -34.5% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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