+1,770.3%
SMCI vs ES
+82.1%
+1,688.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.0% | +7.4% |
| 7D | +1.3% | -3.6% | +4.8% | +1.9% |
| 30D | +6.6% | -4.2% | +10.9% | +7.4% |
| 3M | +25.4% | +0.1% | +25.3% | +25.2% |
| 6M | +26.1% | -6.2% | +32.4% | +27.4% |
| YTD | +37.0% | +4.1% | +32.9% | +36.0% |
| 1Y | -8.8% | +10.2% | -18.9% | -10.4% |
| 3Y | +44.6% | +26.1% | +18.5% | +35.0% |
| 5Y | +995.9% | -5.3% | +1,001.3% | +998.7% |
| All | +1,770.3% | +82.1% | +1,688.3% | +1,738.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling