+980.0%
SMCI vs EMR
+66.6%
+913.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +4.7% |
| 7D | +1.3% | -0.4% | +1.7% | +1.9% |
| 30D | +6.6% | -6.8% | +13.4% | +14.2% |
| 3M | +25.4% | +7.5% | +18.0% | +16.1% |
| 6M | +26.1% | +9.9% | +16.3% | +17.6% |
| YTD | +37.0% | +16.0% | +21.0% | +21.0% |
| 1Y | -8.8% | +12.4% | -21.2% | -17.0% |
| 3Y | +44.6% | +60.2% | -15.6% | -1.6% |
| All | +980.0% | +66.6% | +913.3% | +558.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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