-28.8%
SMCI vs ES
+1.3%
-30.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +0.9% | -12.2% | -11.4% |
| 7D | -0.3% | -1.1% | +0.7% | -0.3% |
| 30D | -30.9% | +8.2% | -39.1% | -32.0% |
| 3M | -28.2% | +0.6% | -28.8% | -28.0% |
| 6M | -17.7% | +6.0% | -23.7% | -19.6% |
| YTD | -7.8% | +9.3% | -17.1% | -9.5% |
| 1Y | -28.8% | +1.1% | -29.9% | -28.4% |
| All | -28.8% | +1.3% | -30.1% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling