+44.6%
SMCI vs EME
+252.2%
-207.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.3% | +3.0% | +3.7% |
| 7D | +1.3% | +3.5% | -2.2% | -1.4% |
| 30D | +6.6% | -6.3% | +12.9% | +12.0% |
| 3M | +25.4% | -3.8% | +29.2% | +28.6% |
| 6M | +26.1% | +8.5% | +17.6% | +20.3% |
| YTD | +37.0% | +27.8% | +9.2% | +12.9% |
| 1Y | -8.8% | +22.2% | -31.0% | -24.9% |
| 3Y | +44.6% | +253.5% | -208.9% | -36.8% |
| All | +44.6% | +252.2% | -207.6% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling