+4,495.9%
SMCI vs EMR
+503.3%
+3,992.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | +9.7% | +3.1% | +6.6% | +7.5% |
| 30D | +29.3% | -3.5% | +32.9% | +32.1% |
| 3M | -8.5% | +9.8% | -18.3% | -13.5% |
| 6M | +28.6% | +10.8% | +17.8% | +22.7% |
| YTD | +37.5% | +15.9% | +21.6% | +27.4% |
| 1Y | +0.5% | +16.4% | -15.9% | -6.9% |
| 3Y | +43.4% | +62.1% | -18.7% | +10.4% |
| 5Y | +1,008.2% | +62.9% | +945.3% | +746.7% |
| 10Y | +1,776.0% | +267.8% | +1,508.3% | +731.9% |
| All | +4,495.9% | +503.3% | +3,992.6% | +1,458.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling