-2.7%
SMCI vs EME
+19.7%
-22.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +3.3% |
| 7D | +6.8% | +1.9% | +4.9% | +5.4% |
| 30D | +30.6% | -8.3% | +38.8% | +38.7% |
| 3M | -15.6% | -10.7% | -4.8% | -6.6% |
| 6M | +21.3% | +1.9% | +19.4% | +23.8% |
| YTD | +35.3% | +23.5% | +11.8% | +24.7% |
| 1Y | -2.7% | +18.0% | -20.7% | -10.6% |
| All | -2.7% | +19.7% | -22.4% | -10.6% |
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