+980.0%
SMCI vs EOSE
-70.0%
+1,050.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.4% |
| 7D | +1.3% | +1.8% | -0.5% | +0.9% |
| 30D | +6.6% | -6.8% | +13.5% | +7.3% |
| 3M | +25.4% | -36.3% | +61.7% | +32.3% |
| 6M | +26.1% | -38.8% | +64.9% | +32.7% |
| YTD | +37.0% | -65.5% | +102.5% | +52.1% |
| 1Y | -8.8% | -45.3% | +36.5% | -6.8% |
| 3Y | +44.6% | +44.2% | +0.4% | +17.4% |
| All | +980.0% | -70.0% | +1,050.0% | +744.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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